ill start off by saying im new here, so excuse my noobisms.
after downloading snes9x i started playing the secret of mana. i saved using the in game save, and used a save state just to be sure. after closing the program and opening it the next day my save state and in game save were lost. upon starting up the game i could only choose "new game". i then hit f1 to load my previous save state, and nothing. its probably just me not understanding how to save correctly (this is my first emulator) and not the emulator itself messing up. if i could get an explanation on saving properly dumbed down to a 5th grade level that would be much appreciated.
make sure you're running snes9x from a directory you have write access to.
examples to avoid are trying to run it from within the zip file you downloaded it in, or from a location in Program Files or Program Files (x86).