Also, make sure you are using only emulators like Project64, 1964, and Mupen64 to play the game, as all the other emulators that are decent, as far as I know, do not support the Emulated FlashRAM save method, which is required to save game progress even if you play the Song of Time on the Ocarina of Time in the game. So, make sure you are using one of those three emulators (assumably, by the forum you posted this in, you are, but just making sure) and you obtain an item known as the Ocarina of Time like this user said.