Is it...normal that my saves well...dosn't save,it's been two time...does it have something to do with the fact i alt-f4 the game or is it my game who is bugged ?
Definitely not normal, no. Where are you alt-f4ing FROM? If you're in a menu at the time, that might theoretically cause some issue, but really, once you hit enter on the save it should be in place. If you want to be sure, just save, and then go to save AGAIN to check that the thumbnail and time for the slot you just saved to are correct. If it's not saving AT ALL that might be a permissions issue on the folder, but I'm not sure what would cause intermittent issues.