Do you have a shortcut on your desktop?
If so, hover your mouse over this shortcut and click the right mouse button.
A menu will appear, and at the very bottom of this menu, there will be a line that says "Properties"; click on it with the left mouse button.
A window with the properties of this shortcut will appear.
On the second tab, there will be a field called "Start in," and next to it, the directory from which Heroes is launched will be displayed.
So, in this same directory, there should be a folder called Games; this is where you need to put the save file.
Do you understand?
