Game not saving under linux

I just downloaded the cave story linux port off the tribute site, and although the game runs fine, it is not saving my game, so when I come to play again and select load, the game just starts again

 

Really sorry, I'd never actually played/seen anyone play cave story before, and I didn't realise you had to go to a save point, I just presumed it would autosave, I worked this out soon after I posted this topic, and forgot I ever made this, I'm now having lots of fun playing it and I'm sorry to waste peoples time.