I've taken this game on again, after a 10 years break :))
I've forgotten how annoying it used to be, not being able to save or start from a different level and all. Is there any technology-progress in this domain? As in "you could save your DOS-game progress" by using this or that program/key combination etc?
Any suggestion is more than welcomed

Well, somebody made a proof-of-concept version of DOSBox which included save state functionality. You could give it a try. I haven't tried it myself, so that's about as much info as I can give you.

Can't help you with Volfied but . . . Lightflight is a similar game with instaplay access. . . =)

Alternatively, you could play the Amiga version of Volfied. WinUAE certainly has save state functionality. I haven't tried the Amiga version, but I can only imagine that the sound is much better than the DOS version. I still shudder at the thought of the Volfied PC speaker sounds ;-)

it's great, ty, dosbox works perfectly and saves my progress. if only I could find something similar for lomax (windows 95) :))

WinUAE doesn't have "Quicksave/Quickload" save states though, does it? You actually have to press F12 and go to the tab with the "Load State" button, then click it and it opens an Explorer window from which you select your state file. To save you do the same thing, but click "Save State" and the name it and click Save. Of course I haven't used the Save State function since v0.8.2, so it could be there is a quicker method.

Your description matches my memory of how it works, yes. But you sound like that is a serious shortcoming. It'll do the job, won't it?
Besides, a game can have QuickSave/QuickLoad, because that is the only game those saves have to be associated with. An emulator, on the other hand, can play many different games, so how is it supposed to know which game the QuickSave slot is associated with?

If you happen to have a Windows 9x install disc you could use a virtual machine such as VirtualBox. Virtual machine "snapshots" work just like emulator "save states", although it's not quite as seamless.
Because emulator save slots are named in the format <filename>.sv# or similar (where <filename> is the game's file name, and # is the save slot number); the emulator creates files in this format when saving (and looks for them in this format when loading) so you can have saves for an infinite number of games in the same folder without any clashes. WinUAE is about the only emulator that doesn't do it this way.

Correct me if I'm wrong, but emulators like ScummVM (which isn't really an emulator, but you get my drift) can do it like that, because they support a specific number of named games, or because the file format they use contains meta information about the game, such as its name (I'm guessing this is the case for many console emulators). WinUAE doesn't have that luxury. It could use the name of the first ADF file used to load the game (provided it's loaded via an ADF file), but that file does not give the name of the game, and the file itself could be called anything. A single ADF file could also contain more than one game.

It's not a serious shortcoming, no. It's just that doing it the "long way" is horribly inconvenient after being spoiled with "pushbutton" saves.

You are mistaken. Emulator saves are named based on the name of the file you are executing, not the internal name given in the header (which is ignored for this purpose). You can name the file whatever you like and the emulator will create or open saves that match it.
Multi-game compilations aren't an issue either because all emulators (including WinUAE) treat the executed software state as a single "game" regardless of how many games it actually contains or how many disks it uses.
WinUAE's implementation is a deliberate design decision and not due to technical limitations.

Okay, I guess I've learned something.
Well, that's a limitation then. You can only keep a quicksave slot for one game at a time in a compilation.
Okay then ;-)

Don't know if gamewizard works with dosbox, but this tool you could use to cheat in dos games to search for values etc.
But the neat thing was it also had a save memory option where it dumped the entire memory (in those days around 4mb) and you could reload it.
So try searching for this tool.

Actually there are at least 10 save slots available for each game file, with some emulators including the ability to cycle between multiple sets of save slots (allowing for as many as 100 saves, depending on how many sets there are).
If even that isn't enough or you want to keep saves separate you could make one or more copies of the game file and rename them appropriately. Renaming doesn't work for MAME because of its strict naming structure, but you could achieve the same result by switching to a different revision of the game.
EDIT: all of this is on top of the ability to manually save/load a custom-named save file as in WinUAE (with the exception of MAME, which uses its own unusual saving scheme).