When Playing the original version of Jazz Jackrabbit my save games works, but only to return me to the level I was last at. All other information (Score, number of lives, bird friend, etc.) all reset to starting levels. Has anyone else encountered this and / or determined a fix? Any help would be appreciated.

Unfortunately I believe this is normal. Jazz 1 never made saving data a high priority--see also the weird behavior when you die of resetting all your ammo to zero and leaving your score unchanged. Shikadi does not know of any score/ammo/bird/etc. information in Jazz 1's save files.

Nope, I install my COG Games in a separate directory on my C drive. Should I try in Program Files? Ok, perhaps that is just the way it is. Too bad. Guess I will have to try to do an end to end run. Thank you for your input!

FWIW, it's not really an "end to end run." Each episode can (and must) be played separately, returning you to the main menu after each one, so it's only six levels and a guardian that you need to be able to play in a stretch, not the entire game.