Very often saving problems are caused by trying to save in the same folder as where you installed the game. Try saving somewhere else (like your desktop) and see if that helps.
Can you run the game again, click Save, shut the game down and then send me a file called Autonauts_Data/output_log.txt please? You'll find it in your install folder. If you don't know how to send a file just open it up (it's a text file) and copy/paste the contents into here. Thanks