Download a savefile (link to one is a couple of posts above yours), extract the compressed file to the root folder (where the game.exe file is located) and try loading it. Once you do, save on another slot and exit the game, then launch it again and check if the new savefile was created or not.
If it still doesn't work, try to extract the game files (the compressed file you download from the 1st post) again, sometimes during that process it messes some files or doesn't extract them properly.
Finally if any of that didn't work, try reinstalling the RTP package (link is below "Downloads" in the 1st post).