Question for someone who owns a Energy Star room air conditioner?

I just moved to an apt and installed is an energy star room A/C unit. It gives two options for cooling: Cool and Energy Saver. I figured the energy saver would save me $$ but im worried bec it kicks off when the room gets cool then kicks back on a few mins later. Wont that constant on-off actually cost me more? Should I just leave it on Cool at all times?