The save feature has not been removed, it should save your characters every time you go back to the main menu or close the game. Maybe not the main menu, but closing the game should work for saving your characters 100%, as well as completing an adventure.
Go to the folder where you have put all the game files and make sure there is a 'Save' folder there. Create a new one and name it that way in case it is not.
That's not really a glitch, we just don't have any more maps
And if you did not know... This is Iris reporting from Tim's house, so tim is sitting right next to me

@Scrattelover:
No we cannot make the game run online, it is an EXE file therefore not compatible with browsers, and we're not going to learn java or flash.
Turn off your firewall and try downloading again. Otherwise contact Landbeforetimelover since the file is located on his server.