When you click save the game will ask you for permissions to write in your drive and you have to allow it. But saving didn't work for me either the first time. But the next time I ran the game it worked. I would try to restart the game or restart the computer so the permissions you gave the game would apply. Then I would try to save the game multiple times at different stages of turn perhaps. As I said saving didn't work for me the first time but then it worked fine.