1. You can create new color scheme - Highlighter settings / Color scheme (on the bottom of the form). This will create new scheme from current settings and in the future, you can simple restore it by choosing scheme and load it.
2. You can backup whole PSPad settings in the program settings / Backup tab. This include settings of highlighters. All highlighter relates settings, include colors is stored in the PSPad.INI file -- <http://forum.pspad.com/read.php?2,65817,65818> PSPad freeware editor http://www.pspad.com
