Saving settings between sessions

I've tried to break this post up into sections for your reading ease.
The question is relatively simple, but I have a feeling the solution won't be so pleasant.
Question:
I have a Java Application that I wish to save various settings from between sessions, so that the next time I start it up, those settings are restored. What would be the best way to do this?
Solution Ideas:
If I were programming for windows, the solution would be simple: the registry. But this is a cross-platform application. The obvious alternative would be to store the settings in a file. I can do that, but to have 2 files, one being probably just 2 bytes in size, is not terribly appealing, especially if the user wishes to store the program on the desktop. The third and most appealing option that I thought up would be to store these settings within the Jar file itself, but I have yet to figure out how.
If anyone has any better suggestions, I would be more than happy to hear them.
Storing In Jar - What I know and don't know
As for storing the settings in the JAR, I've been trying various methods to get to the JAR, but have yet to even figure out how to get the JAR's File Location. I know I'm on the right track with the JarFile, JarInputStream, and JarOutputStream classes, but they offer no way to get the current Jar. I've tryed getting the source's location path with this ugly thing:
getClass().getProtectionDomain().getCodeSource().getLocation().getPath()
but that just returns the parent folder - not the Jar file
I've also seen getClass().getResourceAsStream(from) but that's only an InputStream, where there is no desired OutputStream counterpart.
Much Thanks in advance,
-IsmAvatar

That's perfect. Thanks a bunch.
Does it matter that Preferences and most of the
methods are Abstract, or is that just there in case
some class wishes to overwrite those methods or
something?No it doesn't matter. It's like that because there are many different implementations. The default behaviour on windows is to store the data in the registry.
Kaj

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