Everything Works except my Saves are never their when I reopen

[BlackBrownBlue]

I just bought JKDF II and was super stoked when I didn't have any of the graphics problems others seemed to have. The problem is that it doesn't save my spot once I close the game. It saves and loads fine while i'm playing but if I close the game all my Saves disappear. Does anyone no what's going on?

Also, when I run the game. It says "performing first time set up, Installing microsoft directx" every time.

Also, Also, Alt + Tab doesn't allow me to view my other programs.

Thank you for any help!

I'm playing it on Windows 7