Yes, I had a similar problem and I discovered it was because I didn't realize that the EZ client was creating a .sav file that I had to copy to my mini SD card. I had my client set to output the files to my hard drive, i.e. c:\ez4_client\out and then I copied the .nds file over to my SD card. However the client also creates a corresponding .sav file but it doesn't go to the out directory that you specify, it always goes to a \saver directory off the root of whatever drive you specified, so in my case they were in c:\saver. The corresponding .sav file from this directory also needs to be copied to the \saver directory on you SD card. Once I figure this out I had no more save problems.
