First you must set your normal settings on the game itself, baseoa, then you exit from OA.
Check for the file q3config.cfg on baseoa or your user folder (I don't know which OS you use, but I guess in Win you'll find it on
Documents & settings\<userfolder>\Application Data\OpenArena\baseoa; and in Linux, mostly on
home\<userfolder>\.OpenArena\baseoa I guess)
Then you make on baseoa (I suggest you to do this on the game folder) a file which name is autoexec.cfg, there you'll be moving your key bindings and some settings you want to keep. There's a console commands & cvars guide at
http://q3console.planetquake.gamespy.com for more info on which any cvar does.