The system temp directory is not a good place for the config file. Many programs such as CCleaner erase the contents of the system temp directory. Most programs either store their config files in their own program directories in Program Files (the way it was done prior to Windows Vista), or in the Application Data directory (the recommended place for config files in newer versions of Windows). Storing it in the program directory creates compatibility problems for Windows Vista, 7, and newer, so storing it in Application Data is recommended. And you can find that folder using the %APPDATA% environment variable. This even works with Windows 95/98/ME, where the Application Data directory is "C:\WINDOWS\Application Data" rather than a subdirectory of the current user account ("%USERPROFILE%\Application Data").
The reason this is important is people (like me) want to keep settings the way they set them and not lose their customized settings for programs like HoDoKu every time some program empties out the system temp directory. And using the command-line switch about which settings file to use only works on the command-line version of HoDoKu, not the GUI version. The system temp directory is not a good place to store files that you want to stick around the next time the program runs because there's a good chance they'll be gone by then.