André,
Your system config is very important to diagnose and suggest a fix for your problem. Please provide it to help us help you - it will take a lot of the guess work out and can save time wasted chasing up an entirely inappropriate suggestion/fix.
I'm guessing your user is using a fat client - probably Xe. It has been a while since I used an Xe fat client - apart from admin/development in E811, but in one of the menus (File menu if it is still the same as the fat client in E811) at the top of the main JDE menu screen, there is an option to save settings on exit. This is probably not checked. Check it, then settings, including user overrides like grid formats will be saved on exit and will be available next time the user logs in.