Projection information is stored within the ArcPad map document (.apm). Any changes that you make can be persisted by saving the map document for your project *(instead of adding your project layers to a new map each time).
If you are using ArcPad 10 - I suggest upgrading to 10.0.2 to take advantage of the ArcPad App Shortcuts. These allow you to set all of your configurations, your map and your data to launch from a single icon (desktop and device). This is especially useful if you are running multiple projects.
Hannah Ferrier
Mobile GIS Specialist, Maptel