Some preferences can be controlled from the Preferences dialog within the Arduino environment. Access it from the File menu in Windows or Linux, or the Arduino menu on the Mac.
Other preferences must be changed in the preferences.txt file. This file's location is displayed in the preferences dialog. It should be:
/Users//Library/Arduino/preferences.txt (Mac)
c:\Documents and Settings<USERNAME>\Application Data\Arduino\preferences.txt (Windows)
~/.arduino/preferences.txt (Linux)
I do not see library in my win xp machine I do most of my work on ubuntu
If it's not in the location described above (it probably changes slightly according to your default language), use the Windows Explorer "Search" feature. Where do you find it?
I do most of my work on ubuntu
This location probably doesn't change-- the ~ represents whatever your home directory is, and the .arduino directory is below that. It won't appear on plain old ls listings, but you can go into it, or edit files in it, if you type the name.