maxstart.max is found in your scenes folder. setup up everything from viewport, rendering, and whatever else you can think of then click file, save as, look for the file maxstart.max in your scenes folder and then click save. i am not sure if all your settings will be save but i'm sure most of them will be saved. hope this answers your query.
jojo
some of the settings that worked with my maxstart.max: perspective viewport is located at the upper righthand corner, color of my viewport background, safe frame is on, default renderer is vray, snap is on, resolution is set to 640x480 (can't remember the rest because my pc is rendering at the moment). i guess you just have to setup everything you can think of, save and check which settings were saved and which were not.