However, nothing ever gets SAVED there. It could be a Security issue, but I cannot find the Flash security settings under Windows 7 (XP is directly accessed from the Control Panel).
I do not beileve this is a walkthrough but never the less I will try and help. It might be your security system on your computer not letting games store stuff on your computer because it thinks it's a virus or you have set it so It does not let you save your prgogress from flash games like Java. Or It could possibly be you do not have space.