In general it is often easiest to store application settings using the Settings page of the Project Designer in Visual Studio. These settings can either be stored per user or per application. Either way, they can be saved easily by calling:
Properties.Settings.Default.Save();
They can be accessed similarly:
Properties.Settings.Default.FirstUserSetting = "abc";
You can find out full details by taking a look at the Managing Application Settings page on MSDN.
Regarding your second question, I would recommend using the State Design Pattern. Unfortunately, I didn't understand your problem with that, so please let me know what your issue is and I will try to address it.