Bomberman 64 save issues

[AdamFSmith]

Hello, Emutalk! I recently downloaded project64, and being the first emulator I have ever used, I am more than likely doing something horribly wrong.
I am having some problems with Bomberman 64 (the only game I have at the time). Whenever I open the ROM after logging off, turning off, or resetting my computer, two error messages pop up, one saying "Failed to open mempak", and the other saying "Failed to open Eeprom". After that, the game loads normally, except ALL of my saved data is gone.
On what I can only assume is a related issue, none of my save states work. Say I select slot 1 and hit save, the message at the bottom of the window says "Saved current state to BOMBERMAN64U.pj1.zip", but when I try to load one (F7, right? I told you I'm a beginner at this) the message reads "Unable to load save state BOMBERMAN64U.pj1"
I'm confused, my friends are confused, WHAT DO I DO?

[Agozer]

First, check that Project64 actually creates a savestates in the save folder after you press F5. Similarly, make sure that a battery save file (most likely an .eep file) is created when you save in-game. Also, in order for MemPaks to work, you must have selected MemPak emulation for Controller 1 in the Controller configuration window.

[squall_leonhart]

Move the PJ64 folder OUT of program files.