Apparently nobody can save a game in the GOG version.. THis makes SWAT unplayble. GOG needs to fix this or refund people their money. Someone in the PQ Forum said it is a DOSBOX problem,if os it is the reponsiblity of GOG to fix it.
Posting this here because at times GOG support is slow to respond.

Relax. Most times than not (read every time) gog spends about a week or two trying to fix this, then either giving you a different game or another game with you still retaining the first one. That is, if they don't manage to fix the issue, like with motoracer 2.