How can I save The game?

The game autosaves everything.

The game does not, however, allow any continues for the story mode. If you quit in story mode, you have to start over from the beginning. Once you finish story mode, your progress will be autosaved. Annoying? Sure. But that is how it is.

Also, the way you can check if the game is autosaving properly is to go to Options, and check your play data. If your stats are there, the game is autosaving properly. If you don't have play data, do a battle on Battle Mode - Player vs. CPU. Finish the battle, and go back to the screen. Turn off the DS, and turn it back on. Check the options. If the results of the battle are there (Wins, Character usage), then it is fine. If not, contact the store you bought it from and see if you can get a refund or new game because your game has a defect..