"Start" and "Stop" is defined as one key for faster invocation of these functions.
If you want to save an Icon as a BMP file you should select the File Type "BMP" in the Save Dialog.
You can change Hot-Key using the "Options"-Dialog. Select the function for which you want to change Hot-Keys, enter the new Hot-Key in the "Keys" field, and click on "Apply". (For example, select "Start", enter "F3" and click "Apply").