Actually what he's describing sounds right, it should ask that the very first time you run the program, but after that it won't ask it again. It's been a long time since I first installed mine and it must be keeping track of this somewhere, but I don't know where.
Default location in WinXP:
C:\Documents and Settings\[UserName]\Local Settings\Application Data\Oblivion\Plugins.tes4viewsettings
I thought that was part of TES4View only

But if it only asks once then no longer I don't recall, I first ran TES4Edit almost two years ago!