I have exactly same issue as americasfuture2 have. If I shutdown Windows when RR is on music doesn't resume on next time, but if I close RR before Windows then resume works. I try it with nlited and full Windows with same result. I have ATX M2 power supply which shut down pc when I turn ignition off and it starts pc when ignition turned on, so it's very frustrating to close RR before shut down engine.
Specs: Latest RR, Winamp 5.13 and WinXP sp3.