saving games on Jnes

You need to use the program's saving features, rather than the cart's battery save stuff.

i wish i had better docs to point people too.. but here the more in depth explanation i'll try to use again at a later point: (the one in the doc hasnt been updated in 3+ years? but it still makes a good read)

there is two types of save files, *.jst files are jnes "save states", from the Cpu menu "save" and "restore" does these things respectively to your loaded game

*.sav files are the games own method for saving information, commonly referred to as battery backups (or save-ram) which resides on the cartridge

as mentioned above your best bet is to use jnes' instant saves - they are the most reliable, the games' battery-backup (save-ram) is properly emulated but a lot of people seem to either not know how to use it (in the game you have to actually get to a menu to save, most games dont do it automatically which can confuse the heck out of you) and you need a rom-image with the correct header.. again this can be challenging if you aren't nes-savy (i've never come across anyone in the real world that is)