insert the floppy and boot up your falcon - when you get to the desktop - select "save desktop" from the drop down menu and save it - then re-boot it - it should be ok - if not you can copy over the "auto" folder from the floppy to the "c" drive - this will work i know - but when you install HHD it should copy a file to the "c" drive - haven't played falcons for a long time so can't quite remember! either that or you have to run the HDD program and there's an option after formatting it etc to save your preferences - it should write the file to the "c" drive then.
