You just confirmed that you play the game from inside the rar file.
Extract the game to your desktop or E drive and try to save.
Actually he didn't. You are interpreting too much. He said " download it, I store it on my E drive". That does not necessarily mean he chose "save to" and stored the rar file to E. He didn't even say "downloaded the rar file to drive E" (but mentioned two steps). So I give him the credit of doubt and assume he just meant "extracted" when he said "stored".
Travis
Sounds like you are trying to load games from an earlier installation.
While RenPy store the games in your Appdata directory structure (and keep a copy of the games in the game directory), this one doesn't. Thes savegames are stored ONLY in you game directory.
So what you need to do is to find your old savegames and copy them into the new directory.