Every time I load ePSXE I get this error in the dos window that pops up...don't remember that window there, don't like it...can that be removed too?

Anyway the error :

"Warning: The Memcard [memcards\epsxe000.mcr] has NOT been saved to disk."

"Warning: The Memcard [memcards\epsxe001.mcr] has NOT been saved to disk."

How do I fix this and get my memcards to work?