Saving/Loading Data

I'm having trouble figuring out how to save and load data whenever i try to load something it says it is unable to load data. WHen I start the game an error message pops up and says "The system cannot find the path specified", after the error message pops up, the game starts fine but I am unable to save and load content from times that i last played the game. I can load it from a specific spot, like for example I'm playing Mario Golf and if i'm on like hole 6 it can load it from there using the save function on the project64 but not the save function which is in the MarioGolf game but after I finish a round of 18 and I go back to the menu screen it's like that round never happened and I don't get to unlock new characters and courses and stuff. Any suggestions?

yeah i'm able to load and save in the slots. it's just that for this rom it's not able to hold any memory by itself so it makes it impossible to play more than 1 game because after a game is finished and it goes back to the main menu, and it acts like I've never played the game and unlocked the character.