Adzeth: Does it have a regular save anywhere feature? Maybe it'd be possible to make a fancy keyboard macro thing, like... press a button and it reads it as "esc wait down down enter wait enter q s enter wait left enter" so it'd open the menu, pick the save option, pick a file, name it qs and then agree to overwrite or something. It might be prone to failure, like if having the mouse in the wrong place automatically highlights something in the menu, or if it loads slower than the given waiting time. It could also be completely impossible, I've never tried anything like that (I've only made "enter g l h f enter" macros, ever).
It has a stupid save system that drops you off at the beginning of the level. A genuine quick save, that actually saves where you are, like, say, after you finally make it past the first lava filled jumping puzzle, would be real nice.
Fenixp: It is possible, theoretically. It also means breaking EULA, decompiling some stuff, digging trough the code and rewriting engine of the game in some manner. Therefore, it is possible, but highly improbable anyone would do it.
That sounds like a pain in the ass.