I don't know why memory cards don't work for some people

but I'm using an NTSC version and I can save to memory card.
here are all my settings I'm using with the game.
Bios:
scph1001.bin
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Plugin: Pete's OpenGL Driver 1.1.58
Author: Pete Bernert
Card vendor: NVIDIA Corporation
GFX card: GeForce3/AGP/3DNOW!
Resolution/Color:
- 640x480 Fullscreen - Desktop changing [32 Bit]
- Keep psx aspect ratio: off
Textures:
- R8G8A8A8
- Filtering: 6
- Garbage collection: on
- VRam size: 64 MBytes
Framerate:
- FPS limitation: on
- Frame skipping: on
- FPS limit: Auto
Compatibility:
- Offscreen drawing: 1
- Framebuffer texture: 2
- Alpha multipass: on
- Mask bit: on
- Advanced blending: on
Misc:
- Scanlines: off
- Line mode: off
- Unfiltered FB: off
- Dithering: off
- Screen smoothing: on
- Full vram: off
- Game fixes: on (Frame Buffer Read On Move & Frame Buffer)
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Sound:
Eternal SPU 1.20
Sound buffer size: 11
Multimedia Timer (audio method)
New VAG positioning
(everything else OFF)
----------------------------------------------
CDR:
epsxe CDR 1.50 core
Disable Accurate CDROM Timing
Disable CDROM Status
I don't know if this will help, but give it a try anyways :\