The first few color schemes (Grayscale, Red, Blue.. Cyan) are built into the software. The additional color schemes are loaded from files in the "Resources" folder. When you download MRIcron, it should include this folder that has color schemes, image templates, etc. It should be in the same location as your MRIcron executable. You can change the files in this folder, e.g. adding and removing your preferred color schemes. However, if the resources folder is not found, you will only see the built-in effects. You did not mention the Operating System you are using, but for MacOS you need to click on the executable icon in the Finder and choose to "Show Package Contents" to see the resources folder. So the simple thing is to redownload MRIcron and keep it in the same location as its Resrouces folder.

If you have a modern computer, you might want to try my newer MRIcroGL. While I am happy my old software has proved popular and robust, my more recent tools leverage advances in computer hardware.