Am I the only one with saving issues?

On both the installer and the .zip I have had saving issues (missing save files) about 2 out of 3 times.
Also, my .zip got damaged and says there are no playable levels.

My saves are working fine...

I'm tempted to think this might have to do with Windows and UAC.
What OS are you using and, as for the installer, where did you install it?

I installed it into the suggested area in program files, I'm running windows xp

I'm running windows xp

Then UAC is not your problem.  In XP, programs are allowed to create files in Program Files.

In the installed version, open Saira.ini and turn on portable mode:

Portable Mode=1

This will change where it places save files, hopefully fixing your problem.
Non-portable mode (installer) places saves somewhere in your user folders.
Portable mode (zip) places saves in the Saira folder itself.

Non-portable mode (installer) places saves somewhere in your user folders.
Portable mode (zip) places saves in the Saira folder itself.

Oh i was going to ask that, you really have predicting powers  .