Don't want to be a partykiller here, but I have also looked into this specific software lately, and can only confirm that all essential code for saving has been removed in the Demo edition

I have come to this conclusion by comparing disassembled code with Lite edition, which do have save enabled.
Regards
Wannabe
Lite edition can be downloaded (direct link) at
hxxp://downloads.labcenter.co.uk/prolite.exe
Demo edition: replace previous prolite.exe with prodemo.exe