Mac OS X: Applications do not remember their desktops or spaces

I'm using Mac OS X Mountain Lion 10.8. I have a few desktops to group applications. But, sometimes the applications start in wrong desktops or spaces. They do not remember their desktops. It's the default behavior of Mission Control. You can change it as following:

1. Open System Preferences
2. Click Mission Control
3. Uncheck Automatically rearrange spaces based on most recent use