Ok, just re-installed the game. Did not work.
Here is a litle bit from my DX diagnostics:
Operating System: Windows XP Professional (5.1, Build 2600) Service Pack 3 (2600.xpsp_sp3_gdr.090804-1435)
Language: Dutch (Regional Setting: Dutch)
System Manufacturer: ASUSTEK COMPUTER INC
System Model: P5W DH Deluxe
BIOS: BIOS Date: 09/26/06 12:52:11 Ver: 08.00.12
Processor: Intel(R) Core(TM)2 CPU 6600 @ 2.40GHz (2 CPUs)
Memory: 2048MB RAM
Page File: 1061MB used, 2880MB available
DirectX Version: DirectX 9.0c (4.09.0000.0904)
Video Card name: NVIDIA GeForce 8800 GTS
Display Memory: 640.0 MB
This is just about the req's Aspyr has given, but I'm finding no difficulties running the game in 1280x1024 resolution.
Besides, I wonder how system specs can influence the save alone.
It seems the program is not able to reach the save file, like it is not permitted somehow.