My data didn't save on my SNES emulator?

Hi there,

So I'm completely new to emulators, and not very computer saavy in the slightest so I'm hoping this is just a quick fix I can't figure out. I have a Macbook OS X version 10.5.8.

I just downloaded a SNES9x and A Link to the Past yesterday. When starting up my ROM, a little box appeared that said "A folder for saving files could not be created. Some features will not work properly without these folders". I didn't really think about it, and the ROM played perfectly and if I saved and quit (but didn't quit my emulator) my data was still there. I quit my emulator after saving and shut down my computer at the end of the night. This morning, I turned my computer on, started up my emulator and loaded my ROM, and my saved data is not there.

What happened? How can I play my game and have my saved data? Thanks in advance.

I'm pretty sure snes9x save all its data to the registry. Not perfectly sure but pretty sure, anyways... Do you have a registry blocker maybe? Some virus software preventing this.