I'm trying to use a settings file to store the user preferences when he/she logins on the application.
I defined them as user (scope) but I am getting
System.Configuration.ConfigurationErrorsException: The current configuration system does not support user-scoped settings.
What may be a good solution?
User-scoped settings are indeed not supported for a Web application. And they wouldn't work, User settings would have to be saved under the Users\<username>\... folder on the server.
You have a wide choice of web techniques: