How do I save and exit games on NDS with R4 adapter

Hi, I'm new to this and to NDS. I've got some games on R4 with 2gb micro card. The problem I have in some instances (not all) is the inability to save or exit without switching power off. Then I have to start the game from the beginning again. Is there a magic solution for this? I've tried pressing all the buttons but there seems to be no option to save. e.g. City Life, George of the Jungle.
Any advice would be appreciated.
Thanks

If the game doesn't have a save option, then you cannot save.But I'd imagine there are saves somewhere for most, if not all, games. You'd have to read the manual for the actual game. Unfortunately you usually don't get a copy of the game manual when you download the games, only if you actually buy them from the store.

Thanks for your quick answer

They don't include scanned manuals obviously.