WinUAE Saving

Somebody help me! I downloaded Ultima V as an ADF file, got the emulator, got the kickstart, I can even play the game. At the title screen I have the option to start a new game or continue a previous game. After starting a new game it goes through the initial questionare, but after that, it does nothing. I believe it's because its not saving. Now if i continue a game it starts in the middle of someone elses game. I played this game and took the write protection off of my disk drive DF0. It saved. Thats cool and all but I just want to start my own and be able to continue it when i want. Even before the questionare of a new game I took off the write protection, nothing. I need help. Thanks, Rchi