Ok, maybe I have a workaround.
I have checked the option "Start BitTorrent when Windows starts", restart the computer. BitTorrent did start with Windows.
Then unchecked the option, save it and restart the computer again. And it worked, BitTorrent did not restart with Windows.
For the developers : It's just a guess but maybe you made the default option "checked".
Then when we open the options, you only save it IF there is any changes, which is not the case if the option are already the way we want it.