Hi Per -
At the moment, this is being stored in the global NCrunch settings file that is specific to the logged in user on the local machine. I realise this isn't always the best place for it, which can be somewhat of a pain in the neck - as it means the configuration isn't easy to share between teams or make specific to certain solutions.
I have a feeling there will need to be changes made here before V2 hits RTM. For the first beta build, the idea was just to take a simple approach and see how people would make use of the grid features.
For the time being, you may find it easier to copy/paste the grid settings across your team if you have many servers in the grid. The server addresses are stored in C:\Users\USER\AppData\Roaming\NCrunch\globalconfig.crunch.xml
Cheers,
Remco