Weclock: In Vista, when an old application without admin priviledges tries to write to a folder that it doesn't have permission for (like Program Files) then UAC, in order to allow the program to work, redirects the file to a special folder in your personal directory.
Check C:UsersusernameAppDataLocalVirtualStoreProgram Files
Link for more info:
User Account Control Features z0pharx: That's common with all issues that prevent the game from saving properly - everything will look fine before you quit, but once you've started the game back up it will all be gone.
And yeah, I'd forgotten all about Vista - it's fairly likely that it's playing a hand in all this.
Accursed Vista!
While I didn't find any errant savefiles in around the path you directed me to, I have managed to get saves to work if I right-click the game program and choose 'run as administrator' (I pasted in a save file from another user here, who had reached about the same chapter). So I guess that kind of solves it, but I bet there's a way to allow the file to be run with administrator privileges more permanently. Thanks, though. I can get back to the game now, at least. :)