I'm running WLW build # 14.0.8089.726 (en) and I have noticed that anytime I define a custom color on the color palette to apply styling to selected text, that the color isn't saved and I have to re-enter the hex values for the custom color every time I want to use it.
I don't see how I'm doing anything wrong, as other windows apps do save their custom colors OK... only WLW seems to be affected.
It does not matter what software program you use, all programs using Windows Color Palette will not save any custom colors that you create. I am using Cabnetware and I have the same issue. You also have the problem with Paint. Even if you save a project that used custom colors, when you open the saved project your custom colors are gone! The only one I got to stick is: Internet Explorer | Tools | Internet Options | General | Appearance | Colors