Okay, so every now and then I will come across something very odd that doesn't seem to have a documented solution out there. Well, here is one of those times. Some users were unable to save their favorites in NetWeaver Business Client: they could create a favorite, but as soon as they closed the interface it would be gone. Long story short, NWBC saves your favorites in a file named NWBC.fav. This file is stored in the \Application Data\SAP\NWBC directory. Depending on your company's group policies, the Application Data directory may exist on your local machine or on a network share. All you need to do is create the NWBC directory in the correct location, create a favorite, and the interface should create the NWBC.fav file.
Hope this helps...
