When you're brought to the language selection screen, I want you to right-click on an empty space and go to "SETTINGS".
This will bring up the local storage options. Here, you can tell your computer how much data to store on your harddrive. You have a little slider there that shows you how much AG is allowed to store.
Move the slider to a good spot, like 10 MB, or unlimited.
Here, you should be able to store data on your computer, like saved games. Hope this helps by the way!