Settings for Snap/Glue etc are stored in your Template files (Generally stored in \Program Files\Visio\Solutions). Open the Template file (.VST) that you normally use, go to Tools|Options|Snap&Glue, set the options you want and then File|Save As and save as the original VST (rather than a VSD).
Next document you open based on that template will have your new settings
Good Luck
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'People who live in windowed environments shouldn't cast pointers.'