Lars,
In your 'I/O setup' do you have 'Sessions overite current I/O setup when opened' checked? (it's at the bottom left)
There is a link at the top of the Forum page here that contains the 'Reference Manual' and it can also be found from the Help menu in PT. Ironically, one of the first things the manual deals with is finding and using this help menu. As has been mentioned to you in the past; Pro Tools is not plug and play. If you want your headaches to stop, take some of your valuable time to read the 'reference manual'. You may be pleasantly surprised how well written and informative it can be. For myself, it has been a great help in some of the confusing issues I've had.
Good luck. Have fun splicing tape :P if you decide to leave Pro Tools