You will have to start by creating a setting in your project settings file, let's name it CustomClasses. The next part is a little bit tricky, as it involves editing the XML of the Settings.settings file:
<?xml version='1.0' encoding='utf-8'?>
<SettingsFile xmlns="http://schemas.microsoft.com/VisualStudio/2004/01/settings" 
              CurrentProfile="(Default)" 
              GeneratedClassNamespace="ConsoleApplication1.Properties" 
              GeneratedClassName="Settings">
  <Profiles />
  <Settings>
    <Setting Name="CustomClasses" 
             GenerateDefaultValueInCode="false" 
             Type="System.Collections.Generic.List<ConsoleApplication1.CustomClass>" 
             Scope="User">
    </Setting>
  </Settings>
</SettingsFile>
If you open your Settings.Designer.cs file, you should have now:
[global::System.Configuration.UserScopedSettingAttribute()]
[global::System.Diagnostics.DebuggerNonUserCodeAttribute()]
public global::System.Collections.Generic
    .List<ConsoleApplication1.CustomClass> CustomClasses {
    get {
        return ((global::System.Collections.Generic
            .List<ConsoleApplication1.CustomClass>)(this["CustomClasses"]));
    }
    set {
        this["CustomClasses"] = value;
    }
}
You can save the setting in your application:
class Program
{
    static void Main(string[] args)
    {
        Properties.Settings.Default.CustomClasses = new List<CustomClass>() {
            new CustomClass(){Columns="columns1"},
            new CustomClass(){Columns="columns2"},
            new CustomClass(){Columns="columns3"},
            new CustomClass(){Columns="columns4"}
        };
        Properties.Settings.Default.Save();
    }
}