It is in the registry:

HKCU\HKEY_CURRENT_USER\Software\Microsoft\Microsoft SQL Server\80\Tools\SQLEW\Registered Servers X

If you have a roaming profile you get the same servers on every machine.

It is easiest to export from  current user, logged in as your colleague en import as yourself.  Otherwise you can export form HK_users\sid-colleague

One possibility to get the sid is with psgetsid from http://www.sysinternals.com

Joachim.