I cant say for shure how they save the stuff, but i know that Saturn basic is connectable to the pc. As for Dezaemon, you can create some really cool shooters quite easy. You can try out the rom for Dezaemon 1 for Nes if you wonder how it works. In Saturn basic you can create quite cool games. Not as complex as commercial games, but i have seen some good ones for download here and there, so it should be possible to do something cool there to.