PINpoint persists the configuration data in a file called PINpoint.ini under the Resources folder.

If insufficient file access rights are granted to the identity under which the PINpoint application runs, it will fail to persist the data.

Follow these steps to fix the problem: 

1. Find the identity under which PINpoint runs (in IIS Manager, look at application pool level>>Properties>>Identity)
2. At the file system level grant Write rights to the above identity for the Resources and Logs folders.