Windows XP : Ctrl+R or Hit the run button in the start menu, type %AppData%/VAT-Spy and hit enter, delete "VATSpyConfig.xml", Start VATSpy
Windows Vista/7 : Type %AppData%/VAT-Spy in the Search bar at the bottom of the start menu, go to the resulting folder, delete "VATSpyConfig.xml" Start VATSpy
Cheers!
Rahul