Again the Application class will be used for storing the session values. The values stored, private, will be 'int m_AI' for the AI level, 'int m_Undo' for the number of Undo's, 'COLORREF m_Computer', 'COLORREF m_User', and 'bool m_Display' for showing the playing piece display.
Since these are private variables, you will need to add get/set accessor functions (inline) to the Application classes. The only exception would be for the m_Undo variable, only a get function is needed as the user will NOT be able to adjust this during the game. (If the user is feeling ambitious, he/she can go into the registry to change this value.)