Problem with saved games

I'm running Vista Ultimate 64 bit and downloaded a few games from
Reflexive Arcade. One is a search game called Escape the Museum. The
game installs and appears to run correctly but when I exit it should
save my progress up to that point but when I restart it starts me back
at the beginning. It does save my preferences and name but not my
progress. I have tried running as administrator with no success.

Anyone have any idesa why??

thanks