Armando,I THINK the Music Options menu affects only the document you are working on at the moment (the active document); in other words, I don't believe it is meant to work globally, in every document.
To set preferences globally (from the on-line manual): organize the tools, change the palette size/location, or set menu options such as Select Partial Measures and Use MIDI Keyboard just the way you want them, then choose Save Preferences from the File Menu. Finale saves your settings with preferences in the Finale.INI file (in your Finale folder).
Good luck!
-- Dan