PSP games allowed you to auto saved the game data or save the game manually. You must remember to saved your game progress or u have to start playing the game all over again. You can see your saved game data in the Saved Data Utility in the Game Menu on your PSP. Click on the Saved Data Utility and you can see all your saved games details like the size of the file and the last saved date. The saved game data is stored on your memory stick and is located in the following folder, E:/PSP/SAVEDATA/GAMEFOLDERNAME/ where E:/ represent your memory stick. You can also copy your other PSP gamers saved game data to this folder.