That's interesting. I always seem to find the oddities.
I Uninstalled and re-installed it. Thsi time the first time I scrolled in the Media Directories window, all the pre-configured directories disappeared. I added my own, refreshed, and they have been there ever since. There still seems to be a bug of some sort with the media preferences and adding directories, but at least this time my custom additions stuck.

BTW the /Music. /Images, and /Video directories are on my Removable 4GB SDHC if that might help with anything.