Yeah, I recall being really confused when I discuvered that the retail version doesn't save, but the rom supports it perfectly.
I'd just left the save type as AUTO, and thought it was working, but it's posible that I've not beaten any scores...
I've been using an EF Omega DE since Christmas, and also use a EF IV.
I've noticed a recent issue with one game in particular, Pimball Challenge Deluxe. The SAV file transferred over from my EF IV with no problem, and I've been able to use it...
Only thing drive me crazy is all these new horror games nowadays is its so dark, all time. I can't even play them. I understand they trying to create spooky but be creative a little, not just darkness with pop out scare scenes.