In Emulators / NES ROMs

How would I do this? I saved my game as you would through the NES by going to a hotel. However, the next time I played, it started a new game. What do I need to do?
Thanks

Well, since Nester is an emulator, I'm assuming the Inns won't work, unless you use the save state inside them. I don't know how the save state works on Nester because that's not the emulator I use, but I'm guessing that this is the problem.
Oh, and don't forget to load the save state when you return to the game...