If you want to back it by a shared preference, you need to set the check state in onCreate to the value of the shared preference. Then in onCheckChanged you just set the value of the shared preference to the value isChecked
EDIT:
So in your new code- in the onClick of the play button use:
MediaPlayer mp1 = MediaPlayer.create(Confidence.this, R.raw.page12);
SharedPreferences settings = getSharedPreferences(PREFS_NAME, 0);
if(settings.getBoolean("ToggleName",true)){
mp1.setDataSource(source1);
}
else{
mp1.setDataSource(source2);
}
mp1.prepare();
mp1.start();
In the two onCheckChanged functions, use
SharedPreferences settings = getSharedPreferences(PREFS_NAME, 0);
SharedPreferences.Editor edit = settings.edit();
edit.putBoolean("ToggleName",isChecked);
edit.commit();
You may also want to look into using a PreferencesActivity, if you're making a standard Preference screen it will do a lot of the work for you.