After reading the two reviews that mentioned the "Save Bug," I dug up info and found, among other things, a post on Adventure Gamers (google "Prisoner of Ice save bug" and it should be the second link) which was very informative. It appears this isn't an issue with the game itself, but rather with mounting the ISO of the CD-ROM. It seems this has to be done a very specific way or the game will see your entire hard drive as a CD-ROM and thus will be unable to write saves (because it will think the drive is read-only). Apparently this problem did not exist on real hardware of the time. It sucks that this bug exists, but apparently its very fixable with just a little bit of elbow grease.