Saving problem

[Bushinzan]

Well, I downloaded VisualBoy for MAC (since I have a mac) and I'm having trouble saving.
It says in-game that the game is saving, yet when I re-open the ROM, it forces me to start again.
I realize that on PC's there is a "save" option under 'File', but on Mac's, its different.

[Bushinzan]

Can anyone help me?
If its not even possible to save, I probably won't bother playing anymore.

Is there some kind of hotkey for saving?