I haven't been able to reproduce this behavior. With one database open in UR, I
1) Selected Tools | Customize on the menu and switched to the Menus tab
2) Selected 'Data Explorer Pane' in the Select Context Menu drop-down
3) Switched to the Commands tab
4) Selected All Commands
5) Drag/dropped Hoist and Unhoist to the top of the Data Explorer Pane context menu
6) Clicked Close
7) Selected File | Exit on the menu
8) Started UR again
9) Right-click in the Data Explorer Pane still has Hoist and Unhoist as the first two items.
Did you definitely have only one database open when customizing and then exiting?
http://www.kinook.com/UR/Manual/toolbarcustomizing.htm