If you have not configured Minion ebfore or you did uninstall or delete the config files before it might not ask you to keep them.
Check teh sticky threads about how to report a bug and there you will find the dicrectories where the minion.xml and log files are located.
-> Ususally it's the hidden folder c:\user\your windows username\.minion
If that folder is missing or the xml file is missing in there, there is nothing to keep.
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