You don't save to a ROM. ROM stands for "read only memory" - clearly not a place for saving to.
The only ROM used in the Amiga is the Kickstart ROM, and that's only there so that the machine can boot. The games aren't ROMs, they are disk images, or "ADF files" (Amiga Disk Format).
You need to save to an emulated floppy disk - WinUAE provides the functionality to create blank disk files. Press F12 during the game to access the menus, and follow the instructions. Be sure to spend some time figuring it out for yourself before asking other people to tell you how it's done.
Thanks for ur reply Wang Chung and i am sorry if its a problem me asking if anyone could help with my query.I did have a go at trying to sort it out myself but with no luck,now correct me if i am wrong but i thought a forum was there so somebody like myself who did not know what they were doing could ask for help from people who do know what they are doing.
Sorry if i am mistaken.
Some are different but I've had some luck saving games by taking off the write protection and deleting the save disk image before starting a new game. Just make sure that the write protection is off even after you delete the saved disk image. Good luck. Oh, and if it tells you you need to create a custom formated disk while tring to save in the middle of a game, click ok, then f12 and delete save image, write protection off, then your save should finish. Finally only use the first drive. I know it seems like alot to do but it's best to use df0 for all your disk files.