Good news, I fixed the problem that CloneCD doesn't remember the settings: With the help of my sister's PC I found out which registry keys CloneCD uses to read / write those two settings.
HKEY_Local_Machine\Software\Classes\AudioCD\shell --> name: (Standard) (hope this is same in English OS) type: REG_SZ value: play
If this key is there in that form, CloneCD will be able to remember the Audio CD autoplay setting.
For the DATA CD setting the following key must be there:
HKEY_Current_User\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer --> name: NoDriveTypeAutoRun type: REG_Binary value: 95 00 00 00
Well that's what I wanted to fix BUT (yes still a small "but") as soon as CloneCD is opened, Autoplay won't work anyway. It doesn't work on my sister's PC either.
Does it work for you guys?