Big problems trying to load up saved games

I'm trying to let my little brother play Spyro 2 or 3 on the PC with this great Emulator and it works fine, no problems at all, both games work very well except for the part where you have to save the game, I have read the faqs about how to save a game on this Emulator, by pushing F4 and then F1, and it does save ok, but for some reason, the program will shut down when i try to load it up sometimes, or sometimes, when it loads up, it will just freeze, this is for Spyro 2. And Spyro 3, sometimes when you go through a Port hole, it closes the Emulator down by it's self, and because i didn't exit the Emulator properly, everytime i go to load up that saved game, it does that exact same thing everytime, and it gets very annoying, i even tried it a few times and it happens exatly how my little brother told me and showed me.

So my Question is, am i doing something wrong here, or does this happen to anyone else at all, please i'd really like some advice, on why i can't save these games properly, thanks.