Help with saving games on ePSXe!

Erm... Hi... Im new to the emulator scene so sorry if this seems like a noob question... anyways i cant seem to save my games, I mean i can save them the usual way but when i exit the game and open it and try to load my saves, they say that there is no data inside, even though i was able to save it... and save states dun seem to work as well, the F2 button works fine but when i press F1 nothing seems to happen... someone please help!:confused:

EDIT : I juz realised I dun have the .mcr files... is there anyway to get them or could someone send them to me?
EDIT : or upload them on savefile.com or something? please?