I saved a game after making some progress for the first time. Only to find that when I go to load it, the loading menu doesn't have it.

Then I found out that it doesn't even save in the first place. I click on "Save Game" only to have the space still remain blank.

Please someone tell me what's going on? I'm playing it through windows 8 (and not, I don't have the option to run it through Windows NT 4.0 in compatibility mode as one solution states)