Okay, so I don't know if it's a good idea posting this here or in the Elder Scrolls, but I need an answer. After figuring out the controls, running everything smoothly through the first level, an Imp kills me and I go to the main menu. When I click load game, there's no file, I thought the game saved automatically. I would like to know if I haven't yet gotten far enough for the game to save by itself or if I need to save. If it is the latter, please tell me how to save, it would be greatly appreciated.

Note: Game's great, and I'm only in the first cave.

It doesn't save automatically. To save, click "esc", click save, click on one of the six save boxes, and hit "enter".

I'll try that tomorrow, thanks. I was having a little trouble dying and having to restart all over again.

Just for future reference, http://www.gamesas.com/index.php?/forum/15-past-elder-scrolls-games/ is the proper section for the Past Elder Scrolls Games.