For those who still can't save even with creating japaness folder name, it's cuz your computer do not recognize the language. Take a snapshot/screenshot using the "in-game camera", then you'll find a gibberish folder in "My Documents -> Bullet" (as suppose to "3D xxxx - the original japs folder" being created, which contain that snapshot.
Then put in the "save" folder and "settings.ini" in the gibberish folder mentioned in other comments.
The game will then auto save, and yes, there's no save button, it just auto saved as you exit the game