Neo4All Save Problem

I've been burning stand alone NGCD games with Neo4All and I've come to realise that my games aren't saving. There is a save file on my VMU but whenever I save my progress on Samurai Shodown II and turn the console off, for example, the progress isn't saved when I play the game again! Any ideas?

anyone?

Hmmm Im Just Trying To Figure Out Of Neo4all Is Neogeo Cd Emu Only...i Want Cart Neo Geo Emu So I Can Play Fatal Fury 1...i Heard Mame4all Plays It On Dreamcast But I Dont Get How 100 700mb Games Can Run On Mame On Pc Or Dc.