You're probably either playing from the archive, or you do not have writing rights on C:\Hey, I got a problem. I've been saving the game at the end of my last session. The thing is, I can't use the "Continue" button, and even after creating a new game and checking on the phone if I can load the save, it's not there. Neither in the save file uh
So extract the archive and then play from the installation. Alternatively make certain you have writing rights (run the game as an Admin usually does the trick then).