Tactics Ogre: The Knight of Lodis

i just brought this game from a place called press start yesterday.
i saved my game and shut off my gba and then when i turned it back on there was no game save!!
this is the 2nd time its done it.
it was not a quick save either. It was a save on the world map.
is there a reason why my saves are not keeping??
does anyone else have this problem??
how can i fix it??

Most likely pirated. Most pirated games use a battery save, and the battery eventually dies. That's when people trade it in to a game store. Legit games use flash memory to save, so they never stop working.