There are a couple of ways to 'save' view settings.
First, once you change the settings you will notice a 'permalink' link at the top left of the view. Click this. Then, either bookmark that link or (more commonly) copy and paste it into your BGG quickbar (click Edit and add it to one of the slots)
I created my own 'Owned' view and then stuck it on my quickbar so I always have access to my collection with the settings I want.
Second, you can also 'save' customized views as new custom views for use later. When looking at the view, click on the 'Views >>' link in the upper left, then click the "Save Current View As..." link to save it and give it a name. It will now appear in the 'Views >>' listing with the name you gave it. Later, go into the Views section and click it to use it.
The first option is easier, but the second option if you have some views that you maybe use less infrequently.
Thanks for the help. I'll stick to the first option.