hey lorchj, that's a very good question. I'm sure there is a better answer than the one I am about to give you, which is a bit of a hack, but should work just fine:
When your VM is not running, open the .pvs file with your favorite text editor and change the line that says "AutoShutdown = 1" so that it says "AutoShutdown = 0"
Then save and close the .pvs file (from within your text editor) and it should behave the way you want the next time you load and run that VM