It seems Microsoft have removed support for creating startup entries (via the registry) in Windows 8. You might need to use the Windows Task Scheduler to handle this functionality.
The ‘save list to a file’ option usually starts working when the app has administrator rights. For some bizarre reason, Windows considers writing a text file to be dangerous behaviour.
Once I get a Windows 8 test machine set up; I’ll look at resolving these issues. It will be at least a couple of months though.