So here_s what I've encountered:
Fist of all, I'm using both Maya 2008 ext2 and Maya 2009. Both of them 64 bit on a Intel Core2Quad, Vista 64 SP1.
I installed the latest version (COLLADAMaya_0.8.2_x64.msi)
I loaded the plugin and exported an object.
After closing Maya and reopening it, Maya 2008 ext2 reports serveral shelf errors:
"The shelf [name] cannot be read. The shelf will only display the items befor the first unreadable item it finds. If you start Maya and safe this shelf then you will loose all unreadable items. This will happen automatically if you have your preferences set to save the shelves on exit."
After this, Maya tells me:
"New menue sets are available. Your menu set preferences must be updated to accept them. Custom menues will not be affected."
If I confirm, most of my preferences (not hotkeys, but most of the other settings like display etc.) are set back to default, just like I'd run Maya for the first time, with the "Learning Movies" splash screen and all of this stuff.
It's the same thing with Maya 2009x64 but with slightly different messages.
If I don't export collade files, everything stays okay.