#include <windows.h>
#include <fstream.h>

...

bool isChecked = ( IsDlgButtonChecked ( hWnd, ID_CHECKBOX ) == BST_CHECKED );
ofstream out ( "status.txt" );
out << isChecked;
out.close ();

edit: zum Lesen:

#include <windows.h>
#include <fstream.h>

...

bool isChecked;
ifstream in ( "status.txt" );
in >> isChecked;
in.close ();
CheckDlgButton( h, i, isChecked ? BST_CHECKED : BST_UNCHECKED );