1) Provide a useful set of details. What are your system specs? Which OS are you using? Where have you installed the game to? (The default Program Files location can cause issues with Vista and 7). And most importantly, WHAT GAME IS THIS?! There are two Postal games on GOG, you've not said which one this is for. I'm guessing it's Postal 2.

2) Let us know what you've tried. Running as admin, for example, and compatibility modes. These often solve issues with save game related problems if you install into the default Program Files location on Vista or 7 as UAC and DEP don't like alterations being made to Program Files after the installation (it's a security measure that Microsoft implemented and it's why I don't recommend installing games there).

3) Have you sent a support ticket in to GOG?

4) I've installed 18 games from GOG, including both Postal games (I own a few more than that but haven't gotten around to them yet) and none of them have had any issues for me. However, I do take precautionary measures by checking the forums a lot before I make a purchase so that I'm aware of any potential issues. I also install to my own games folder, not the default of Program Files.