I'm really puzzled by this, Stuart. Can I be clear about the sequence of events?
Before the malware event, what version of DSLstats was working? Is it the same version which now doesn't work? If they're different versions, does the release version 4.53.3 work?
Have you tried removing all traces of DSLstats in both locations (i.e. the folder where the program files are stored and in C:\Documents and Settings\<Your name>\Local Settings\Application Data\dslstats) then starting with a completely clean new installation?
Starting with a clean new installation, can you run DSLstats then immediately close it down again without configuring anything? If you do this, does it still fail to save the configuration file?
Sorry about all the questions, but I do want to establish where the failure is occurring.