Sounds to me like the internal battery is dead.
There is a CR-2032 battery inside, like in the VMUs. Its right above the controller ports. It recharges while you play, and keeps the system BIOS settings constant while the unit is not powered on.
If you're not playing it very long, the batery wont get much of a charge. If you're unplugging it when you're done, you're losing your settings when the battery loses its charge.
Any system like this (PS2, Xbox, etc.) that has an OS will operate this way.
Leave it plugged in, and let it sit for an hour or two. Play it, and see where it goes from there.