How do you save a pokemon game on desmume?

I've tried saving my black version game twice now (as people have told me, just saving the game like you would a normal game) and, both times, after I close and then bring desmume back up, it only gives me the "new game" option. Can anyone tell me how to actually save the file so I can continue?How do you save a pokemon game on desmume?it is like a "save state" thing...