So, I downloaded that classical game that was designed for MS-DOS operating system in days of yore. Since my Vista doesn't support things designed for MS-DOS I had to download that emulator (DOSBox 0.73) to run that game.
Now a question for those who know something about MS-DOS era or MS-DOS emulators: I guess games weren't that developed then, but were you able to save your game? The game I downloaded is a version of Aladdin in which you take him through different, simply stages, throw enemies with apples or destroy them with your saber. I've once played that with Sega console and was able to save it then but I don't know about the PC version. At least I didn't find how to save it. Or is it because of that emulator I have to use?