Nevermind, Figured it out, Delete this

Would be nice to still have the answer to this since I too wonder this. If it's something you can figure out, I'm sure I can do it by myself, but it would save the time of prospective players if we could easily see a forum post that tells us how to save and have the high scores remain etc. :)

Saving is done at the end of missions and during missions you can save in your hotel room of any given city.

The problem I was having(which I've finally solved) was really stupid on my part. The game only allows saves on C: while I stubbornly tried to use D: since C: is reserved for my OS. So if it doesn't let you save on another drive, just try C: which worked for me at least.

Good point and since its running through DOSBox its not actually saving on you C Drive, it saves to the location mounted on DOSBox as C:, which is the games directory.