I think a certain file needs to be deleted. I remember faintly having the same problem. Look on the SupCom forums if you haven't already.
Edit
For Windows XP:
C:\Documents and Settings\%username%\Local Settings\Application Data\Gas Powered Games\SupremeCommander\Game.prefs
This directory may be hidden by default. To unhide system directories for Windows XP, open a folder and click Tools > Folder Options > View > Uncheck "show hidden files and folders" and then press "Apply to All Folders."
For Windows Vista:
Users\%username%\AppData\Local\Gas Powered Games\SupremeCommander
The location may be different, depending on your specific machine configuration. Some users have reported success with deleting just the .prefs file, while others delete the entire directory contents for best results.
Do not mistake the /GasPowered directory for the correct one listed above. The /GasPowered directory is an old, unused directory, and while deleting it won't harm the game, it is not the correct, current file in use by Supreme Commander.