Just a shot in the dark...

If you have copied files from a cd-rom they may have the "Read-only" attribute enable. Open command-line box. Go to game folder and type in attrib -r *.*

Or maybe your games are located on a cd rom drive ... just copy all in your monted folder and type what eL_PuSHeR said attrib -r *.*

Make sure you do this from the Windows DOS prompt as Dosbox does not support the attrib command!

hmm thanks for the tips guys

i tried the attrib -r but it doesnt seem to fix it
though a weird part is once every while it seems to actually save the game
but next time i try it doesnt save again

I have the same problems with some games. Like the CD version of TES: Arena. The floppy version (which is now available for free at www.elderscrolls.com) works fine and can save without any problems.

I'm not sure why it happens, but I guess there's a minor bug somewhere that affect some games.

EDIT: This old thread has been bumped and this is no problem with Arena anymore.

I encountered the same problem. In my case, it was placing the save game file in the wrong folder. It saved it in the folder where I mounted. I corrected this by mounting directly to the folder of the game I was saving. You can move your saves to this folder and it might fix it. It will be accessable the next time you run Dosbox and run your game.