Can't save some MIDI CC settings

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Hello everybody!
I have some problem after I connect something to a controller like this

Image

It works, I save the project, but when I reopen it, it doesn't work anymore.
Each time I have to redo some connection.
Can anyone help me?

Hope to have been clear, I'm from Italy and I don't trust so much on my English!
Hmm. I have never tried to automate or connect a controller to those buttons before. Maybe you should connect a controller to the FX mixer instead?
What version of LMMS are you running? I just ran it and didn't have any problems. I connected it to my mod wheel and to my pedal and after I saved and closed, and re-opened, it was still connected. The mod wheel was a little tricky. Depending on the position I left it in and started in it wouldn't pick it up until I reconnected. But the pedal stuck with it the whole time. Are you connecting it to a external controller or one of the controllers from the virtual controller rack inside of LMMS?