~/.vimrc

set autoindent number
set ts=2
set hlsearch
syntax on
colorscheme darkblue

On Linux, file is ~/.vimrc
On Windows, you put a file named _vimrc in the root of user directory (ex: C:\Users\username).
Also, add something like

behave mswin
set guifont=Lucida_Console:h12:w6.5
set nobackup nowritebackup noswapfile