Thanks for the advise.
I had already done the full format and firmware update to no avail.
Having done the battery test and seen the fail, I now know the source of the problem. Who would have thought that these things needed batteries to save a game?
I purchased three of them and the one...
I have tried all save formats for all sorts of different games, and I get one of two problems:
1) the game complains that it can not save the file. or,
2) The game saves a file, but will not load it the next time I run it.
Any suggestions?