Nope. It isn't a Varietas problem. It's Windows. It happens most often if the game isn't run as admin, if the graphics drivers have an issue, or there was an install problem with Civ itself. This happens to people on Vanilla BTS as well, according to folks in the tech forum. It used to happen to me with Vista before 3.19 was released.I think this started with the inclusion of VD 7.5. We'll be working to eliminate the problem in the next BAT release.
That it forgets your Windowed Mode setting is very strange. Does it forget your other INI settings as well?
Clearing the cache before loading will help, but it's always best to elevate privilege when starting the game.
Interestingly, my copy of Civ will not run in Windows 7 if I install it to the path that gagnarath stated. Mine has to be in the default C:\<user>\appdata\roaming... path. I'm not really sure why.
EDIT: I just re-read the referred post. I'll double check the main menu issue on our other machines when I get home tonight. Stay tuned.