Program Restore saves its state when you select a menu item. Alternatively, you could have the program automatically save its state when the user invokes the File menu's Exit command. That would hide a few more of the details from the user.
You could also allow the user to save different session settings using different names. The user could have one configuration for working with delinquent customers, a second for working with customers requesting new service, and a third for managing the application's databases. Once you allow the program to save named settings, the user can have as many as he wants for any reason he wants. You can provide an amazing level of configurability with practically no effort.
Saving and restoring session state isn't a new idea. Good applications have been doing it for years. Many other programs, however, have not. The techniques demonstrated by the Restore example show how to use XML to save and restore session settings in a relatively intuitive and standardized way for any number of forms.
For more information on using XML in VB.NET, see Rod's book Visual Basic.NET and XML (Wiley, 2002, http://www.vb-helper.com/xml.htm).