Im playing Arx Fatalis then i advance to the next level but suddenly im standing in thin air in a shaft and cant do anything so i decide to reload and start again but behold all my saved games GONE like they where never there.

I just tried again and the game won´t even save my games AT ALL

How do i Solve this problem?

Also even though i enter stealth mode the game won´t save my spells.

If you're on Vista or Win7, try to tick the 'Run as Admin' checkbox on the shortcut for the saves issue.

As Namur says, this is usually an issue with not running the game as administrator. An alternative solution would be to install to a location other than Program Files.

Things should work once you run as Admin but make sure you always run as Admin or you'll end up with some weird saving issues. If you change the option in your game shortcut as Namur suggested it should run it as Admin every time.