Saving Isseus

When I download a game from this site.It never wants to save it's game.How do I fix that problem?

We need more information, like what game, system, what you're using to play it etc. https://www.romulation.org/forum/index.php?topic=1736.0And it may be covered in the Common Issues https://www.romulation.org/forum/index.php?topic=1462.0 :)