Slic3r is working now by itself although when I try to exit it, I get a message saying I have unsaved settings, but cant find a place to save the settings.

I try to use it in pronterface and get the message Failed to execute slicing software:
Traceback (most recent call last):
File "/home/dave/reprap/Software-master/pronterface.py", line 1208, in skein_func
profiles = open(self.settings.sliceconfig + '/slic3r.ini', 'r').read()
IOError: [Errno 2] No such file or directory: './slic3r/slic3r.ini'

slic3r.ini doesn't exsist, how do I create one or how to get one?

When you make changes in Slice3r you will get that message about saving settings. What you do is click on the blue floppy disk icon on each of the 3 the 3 tabs to save the settings. You can also save the config in "File", "export config", give it a name then save it in a handy location.

Now I'm getting the error:
Entering slicer settings: ./Slic3r --datadir ./Slic3r
Skeinforge execution failed: [Errno 2] No such file or directory

Whats Skeinforge got to do with anything I'm trying to use Slic3r?