Instructions
Compare the game's system requirements with the hardware on your computer. If your computer does not meet the minimum system requirements, the game can have a multitude of issues, including saving the game file.
Create more room on your hard drive. While the saved game files are not very large, your computer's hard drive may be so full that there simply isn't room to save the game's data. Delete some files from your hard drive and clear the Recycle Bin to free up additional space.
Re-install the game. If the game will still not let you keep your saved game files, you may need to re-install the game. During the installation process, the game creates the folders and profiles that are required to save the game. If this process is corrupted during the installation process, it can keep you from ever saving your games.