If you downloaded version 1.1 from here, saving to Easyflash may not work. You can go to www.puls4r.de and download version 1.2 or wait here until version 1.2 appears and then try again. Saving is done via Gomez, a guy you meet in the village who secretly follows you through the game. However, you have to solve the very first quest before Gomez can save your progress (using version 1.2 of Lykia, of course).