You don't need to close it in any specific way, is saves automatically when you pass a check point.
yeah i think it was just that, it saved fine every time last night, back up to where i was again.
i've got a project on my profile called CollidEscape. it's a twin stick shooter made with SHMUP CREATOR and has hand drawn graphics using felt tip pins. i would love it if you can try it out for me sometime and give me some feedback, it's my first game! oh, the music is also mine