Try unzipping the ROM and running the .NES file directly.
my roms are in 7zip packages and still do saves.
btw Richter, if it isn't too much of a hassle, it would be great if upon opening a GoodMerged 7zip file, you would be prompted to choose which version you want to load, like some windos nes emulators do, so it wouldn't load some hack or translation by default - of course i can extract and do it myself, but it would be nice if you considered it for future versions
