but after i rescue her game ends and im going to the main menue to select my load (witch is before saving her)
Speak to Arlene, then visit the hobo area and get their help, before returning to Arlene! You'll need to sleep periodically to move events forward.
if you mean the process to save cassie i saved her and after that game ends....game pulls me back to the menu i even dont have a chance to save the game
Do this before attempting to save her!