I downloaded FireNES yesterday and it seems to work pretty fine!
I don't think it has a save function though..?
Or did the NES not have one? I cannot recall.
The NES did NOT have a save function.
Except in particular carts. I believe that Legend of Zelda was the first to have a save function.
This is an advantage of playing the old games on the Wii virtual console since you can save your progress at any time.