So it seems to work now that I moved the folder onto my desktop. I had it inside a second folder with other H-Games. Sometimes games i've played just don't start unless they are on the desktop, but this is the first time I've had one that won't save :P.
Gald it's working ! Your second folder probably don't have sufficiant permission to read and/or write systems files. If a game need a specific DLL from windows to launch, it won't launch. The Pacifier Project is compiled as a standalone, thus is can launch from anywhere (in theory) but need access to write save files.