Also, you can't play out of the archive (unzip it first) and make sure the folder isn't set to read-only. You may want to copy the ePSXe folder to another directory/drive to make sure it's able to save.
Before you start emulating, to go Run > Enable Log. Does it say anything about the memory card in the log?
Also, are you able to use ingame saves with any other games? (if you have any)
Before you start emulating, to go Run > Enable Log. Does it say anything about the memory card in the log?
Also, are you able to use ingame saves with any other games? (if you have any)