How do you save a game?

I've got the newest version of no$gba emulator and I am playing on pokémon platinum or other pokemon games.
But everything I close the game and then start playing again, then I always have te restart from the beginning.
A friend said that it had something to do with the space needed for the savefile, but I have no idea how to change that.
Please help.

Did you save the game?
What version of no$gba do u use?

Use the latest version of no$gba, which is the 2.6a
Get the full package here http://www.mediafire.com/download.php?0tmrvozm0gmAnd make sure the NDS Cartridge Backup Media at the emulation setup is set to Auto.

I saved the game multiple times in game , and I use the newest version, 2.6a. And it is set on auto

Use the "Force save" option of no$zoomer if you use it with no$gba.

Do you close the emulator right ?
If you close the emulator wrong, for example it crash, the progress you made until that point will be gone, save files included.

[Edit]
I suggest you to download the full package of no$gba from the link that Galih has posted.

I close it right, and where do you find this 'force save'?
I now have that full version, but where is that no$zoomer?

Is that not, Save Battery file(U) Shift+(C)Insted of force save...

Nothing works, I always need to restart the game. Any other ideas :'(
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please, this is getting really anoying.
Doesn't anyone know a way to solve this???