Windows user here, it would be nice to be able to have ShowMIDI.settings in same directory as ShowMIDI.exe. A common way to implement this is to check if ShowMIDI.settings exists in the program folder and, if so, use that file. If the file doesn't exist, the program uses the default location (C:\Users<user>\AppData\Roaming\ShowMIDI\ShowMIDI.settings).

BTW this tool is extremely useful, thank you for making it available!