Alright, that's very odd! Let's first find out whether or not you have an actual save file.

Go to this folder:  "Tailor Tales Beta v 1.3\Tailor Tales\www\save"

It should have about 4 files in there if you saved. One file called  "config.rpgsave" and two files called file1.rpgsave (one is a back-up), then there's "global.rpgsave".

Are any of these files in that folder?

Also, when you save, you're seeing this screen, right?

Oh ok, I see where the issue is.

You need to unpack the game - you've been running it from the zip file the entire time, no wonder it can't save. Unzip the file (you can use the default Window's unzipping method, or download WinRAR), pick a nice location on your PC, and the game should function as normal.

Since you already played before, I recommend saying  'yes' to having played the previous beta as it'll start you with some gold/exp and you can select which chapter you want to read in the menu.