Not aware of a way to do that with the stock IDE. I've had frustrations with just that issue in the past.
Code::Blocks let you lock configurations to a project file. You can have several projects open at once.
If running under windows, you can use Code::Blocks Arduino Edition. If running under Linux or MacOs(?) then you can install extensions for (the regular version of) CodeBlocks.
I use C::B under Win7, WinXp, Raspberry Pi's Raspian, Linux Mint - works great for me! (Though you do have to activate the project you'd like to build or upload)
CodeBlocks Arduino IDE: http://www.arduinodev.com/codeblocks/
(instructions for linux use below screenshots)