Vista - Unable to save console in MMC

Back when I worked with Windows XP Pro and while I was logged in as
Administrator, I used this procedure for saving, for example, Devices
Manager's preffered window position:
Start - Run - mmc.
Then, File - Open - C:\Windows\System32\devmgmt.msc.
Adjust window position (height, width), save and close.

Now I have Windows Vista Ultimate and I am logged in as Administrator.
But following the exact same procedure, puts me in front of a great obstacle.
In Management Console 3.0 (Version 6.0 Build 6000), the Save command from the
File menu is greyed out and unavailable. So I can't save permanently any
change that I make in any of the default consoles, like Device Manager, Disk
Management etc. I sense that this has something to do with Group Policies and
Permissions, but so far none of the things I tried, worked out.

I would appreciate any suggestion given. Thanks in advance.