I've found a thousand other people with similar problems but they have all said they just configure them and it works fine. I've set up my memory cards and they go to the right directories but not only can I not use Save-states I can't save in-game. It's the same for every game but I'll use the game I've been playing, Hell night, as an example. After completing an initial puzzle the game asks me if I want to save. I click Yes and it says it's saving but if I immediately go check my saves they aren't there.
IF you can see the image I posted I believe I have configured it right. Any suggestions?