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I have a few small problems. When I save and close the game, during the next session I no longer have my saved games. Did I miss something in the notepads?
PS: Ur game is very very good

There is a possibility that the provided saves that the games come with are incompatible with your computer system.  Some have reported needing to delete everything found in the "Save" folder in the WWW folder found within the game directory.

Is your computer within the requirements to run the game as well?  There is a readme file that details what the requirements which may be causing issues.