Please follow the below guide to prevent Windows 10 from enforcing Read Only to your SaveGame folder:
This is happening because the folder which is used to save data is being set to Read-Only by Windows Real Time Protection.
Please disable this and the game should function as normal. You can usually tell that this has worked if the game starts in fullscreen rather than a small window.
By Tesco Gaming
Here we come to an end for Sam & Max 301: The Penal Zone [WIN 10] SAVE GAME BUG FIX (Game won’t save or load) hope you enjoy it. If you think we forget something to include or we should make an update to the post let us know via comment, and we will fix it asap! Thanks and have a great day!
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