Why is 'gedit' going back to default tab sizes all the time?

Everytime I open a file in gedit, I have to change again the tab with from 8 to 4, as I prefer it.

Is there any configuration file where I can make 4 the default tab width?

In gedit's menu, go to Edit -> Preferences. When the "gedit Preferences" window pops up, click on the "Editor" tab, and you'll be able to change the Tab Width setting.

For GNOME 3, go here

GNOME 2

Go to Edit > Preferences in gedit. Then, switch to the Editor tab:

Edit those preferences to your hearts content.

(Please excuse the ugly GTK theme, the latest Oneiric updates broke my XFCE themes)

Open Terminal and type:

gsettings set org.gnome.gedit.preferences.editor tabs-size 4