metal gear solid f4 f1 f3

ok espsxe doesnt save on mem cards for me, why wont espxe save also i use the savestates for now until someone tells my d.ass how to save and load cause its like save completed ill go to load..no saved data.damn. also if i use save states on mgs it only rememers the game from where i saved on it. if i go and load it and continue to play and then theres a movie or a new area i get knowcked off epsxe so i just played it on a friends and it worked fine unfortuinately he moved and i need ur help. help from a fan forrst c.