Follow this link, then scroll down towards to #9 on the troubleshooting guide. This will tell you how to save offline. For the record, i work offshore in the gulf of mexico for Chevron, and they have the internet restricted to only people with badge access, so some of us cannot play connected to the internet.
"If someone cannot save then it means that he has a pirate version of the game"???!!! That's absurd! I, for instance, cannot save either, neither install the update file. I have sent an e-mail to Capcom trying to find a solution.