There are lots of ways to save data:
-using Settings
-write the data to files, and then read it
-save the data in a Database

In your case (highscore), writing to top scores to a file (either a simple txt file or an xml file) seems like the best option.
Here's a quick guide that teaches how to read and write to files:
http://www.csharp-station.com/HowTo/...eTextFile.aspx