For desktop installs, Statistica uses an initial option configuration, named "Initial."  To create a new configuration, follow these steps:    

1.  In Statistica select  File | Options and then select Configurations to view the active configuration and options: 


2.  Click the "New" button. If desired, click the "No" button to create a new configuration without basing it on an existing configuration.

Note:  When creating a new configuration without basing it on a current configuration, skip to step 4.   If desired, click "Yes" on the dialog to "Create a configuration based on an existing configuration" ( which will keep the settings in an existing configuration but it will have a new name), below:


3.  Click the "Yes" button to save the currently active option configuration (Active Configuration is displayed at the bottom of the Configuration section):


4.  Statistica will name the first configuration P0, by default:


5. If desired, rename the option configuration by clicking the "Rename" button:



6.  Details of new option configuration:



Important Notes:  All the option configurations are stored in the StatOpts.xml file.   See What is the Statistica StatOpts.xml file and where is it located? 
Deleting a configuration will delete all the settings for the specific configuration only.  
Resetting any configuration will reset it back to Statistica defaults for the specified configuration only.    This will allow the current active options configuration to be reset back to the default or initial configuration. 
Active options configurations can not be deleted or overridden during an import.   To delete or override an options configuration, make another options configuration active by clicking "Select" then okay.  Click "Yes" to restart Statistica.  Go back to File | Options | Configurations to delete the configuration desired.  Below is example of selecting another configuration to make active:


Troubleshooting
If the Initial configuration file needs to be reset for troubleshooting purposes and there are no other saved configurations, it is highly recommended to backup the StatOpt.xml file.  See What is the Statistica StatOpts.xml file and where is it located?  Another option would be the following:
1.  Save the current settings to the currently active options configuration
2.  Create a new options configuration (it does not have to be based on an existing configuration)
3.  Rename the new options configuration, if desired
4.  Export it to an .xml file to any location
5.  Then reset the active configuration by clicking the "Reset" button.  Click "Yes" for Statistica to restart automatically
6.  Select the new option configuration to make it active.  Statistica will restart again.  
Now the new options configuration will be active and contain all the configurations settings up to the date it was saved.