Still, I find it curious - I deleted the omero folder on my desktop, which is where this config file is stored, after the first installation failed. I'm surprised it kept my settings from last time!
Nope, there is no "config file" per say. The configuration is stored in Java system properties; ~/.java/preferences on UNIX platforms, the registry on Windows, etc. So, simply deleting the OMERO folder does not remove configuration.
Edit: You can read a bit more about the rationale and some more advanced features on the other forum thread here.