Hey,
Save states are just a way to save the game at any particular point, for example most people will use a save state on the lvl 4 spring stage to practice passing it since they don't have to restart from the beginning every time. I think its mapped by default to cntr+f6 ? but if you are using MAME you can just hit tab and go into the control settings and change it to what ever you like. mine is set up so that I can save with f6 , then it will ask me to save it to a key on the keyboard eg. the number keys or (a) trough (z) and then I can load that state with f7..
I'm pretty sure you can't save state from anything other than MAME, definitely not with a cabinet unless its a MAME cab.
