Game crashes when I try to launch!

[mark45755]

So here is all the information.

I am running the latest dolphin version
I am on windows 7
I downloaded Kirby Air Ride Rom from thepurplecube.
I played it once and it crashed about 2 minutes in.
Every time I launched it afterwards it crashed.
I set the settings to not use a memory card and it worked.
It has worked perfectly since then no crashes but it doesn't save my data.

Please give me a way to save my data, and not crash!