I'm thinking he's using gpSP. But it's a GBA emulator for the PSP, and the OP didn't mention anything about using a PSP (Although he did post in the Sony Systems section).
If that's the case then you need to make sure your exiting gpSP properly. As in, bringing the menu up and selecting "exit gpSP".
In the emulator options menu, there should be an option that says "Update backup" and you can either set it to "AUTO" (automatically updates the save when you save it in-game) or "Exit Only" (the save is only updated when you exit gpSP by selecting "exit gpSP").
If you're shutting your PSP off without exiting the emulator properly your "hard save" won't be saved. You can set it to AUTO in order to make gpSP save immediately after saving in-game. But also changing it to "AUTO" takes more time to for the game to save.