What vesion of gnu is being used.
IIRC, in previous versions, you had to manually save any changes you made to the settings. So, if you set both players to human, then exit without saving that setting, when gnu restarts it defaults to the previous setting. I think it's likely that this is what's going on here.
I have version 0.90-mingw 20110410 and it automatically saves the settings and there's no "save settings" menu item. I'd say upgrade to the latest version or try to find the "save settings" menu item on your old version.
If this doesn't help, I can put you in touch with Michael Petch who is usually very helpful withe these kinds og gun internals.