Not really sure what you want to achieve.
You can create a bookmark to store and recall your selections.
Or you can enable session recovery in QMC, this should recreate the last selection state when opening the document.
If you want to save last selection for next user session you have to open QMC, then in system tab expand Qlikview Servers Node and select your Server.
Then select "Documents" tab and tick "Allow Session Recovery".
It should work.
On the other side be sure there is no trigger set on your qlikview repport.
Hope it'll help.