Remote Desktop Connection / PinConnectionBar

I like having the connection bar visible when connecting to remote systems
via Remote Desktop Connection.

I've noticed the default setting in Vista is to leave the connection bar
'un-pinned'. So, I just popped into regedit and changed 'PinConnectionBar'
from 0 to 1 under HKCU\Software\Microsoft\Terminal Server Client. Works as
expected.

However, any time I add a new connection or change properties of existing
connections that I have saved out in a local folder, the 'PinConnectionBar'
setting is reset back to 0.

Just a bug? Or is there way to prevent this from happening?

Thanks!
Mark