HI!
As far as we can tell there should be no issue with data saving.
Are you logged in? Are there restrictions to you as a Window user? The save game should be located in
C:\Users\[YOURUSERNAME]\AppData\LocalLow\Adobe\Director 11\BurninRubber3\Prefs
About your second question. Unfortunately the game is limited at around 30 fps.
While technically Director (the software used to build BR3) can run at higher fps we never could squeeze the performance out of it with the stuff we wanted to do...
-Pieter