i assume, you are working on OSX:
got to system preferences,
click on the General Settings tab
un-tick the box "restore windows when quitting and re-opening apps"
cheers,
Peter
Yes, it's a new "feature" of Lion OSX 10.7 and 10.8. It is extremely annoying with Pd, because as soon as Pd try to reopen some already dead sockets everything crashes without warning or log.
You can lock the pd folder, so to keep the configuration saving system running for other software. Here's the how-to on puredata.org by Dan Wilcox: