Same problem, Boborossa . . .
When running the tutorial, saving was not even an option. Afterwards, I have since tried twice to play the Great Northern War Campaign, and both times, the game crashed when I went to save it. It does record a save game attempt, but the file is empty (0KB).
I am running the US release (1.07c) on a P3/500 (128 MB RAM, 24xCD, Win 98 (Release B). I am also running graphics at 1280x1024, 16 bit hi res mode.