That happened to me to. I think you need to save it to a file on your computer or else it won't save, and I think you need to enter the game threw an icon that looks like an orange spiky ball.
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Wahhh I hate this, i love this game but when ever i save it it doesn't save, i have just been playing it for 8 hours and i accidently cancled it out and now all my data is gone i only needed one more ending and i was done!! but i cancled it out and my data didn't save T^T someone help me please!!!!
p.s. i couldn't find the original game message board
(f.y.i. im a girl)