You have to provide user_settings method in Common class of your module.
For simple examples - please take a look into:
modules/Base/Dashboard/DashboardCommon_0.php
modules/Apps/Shoutbox/ShoutboxCommon_0.php
In examples above 'Misc' is the name of page where are your settings - you can set your own name.
After that you can check user settings with
Base_User_SettingsCommon::get(<your module main class name>,<setting name>);