Datafrog SF2000 won't save games

I know there's an option to save states, but whenever I create a new game (tested it with SNES TLoZ A Link to the Past and GBC Pokémon Silver) the game is created with no problem, however when I reboot or turn on the console again, my game is not there as if it had been deleted. I checked the SD card save folder but it's empty. I thought the sd might be locked but I have added files to the sd from my pc with no problem. Any ideas?