> > Mame version 0.170 I'm using this version because it is (one of?) the last 32 bit
> > supported by MAMEUI and the system I'm using right now is 32 bit. Puzzle Uo Poko
> > not save. Shift F7 does nothing, but F7 will ask for a position to load from.
0.170 is before I had anything to do with MAMEUI, so is effectively out of warranty and unsupported. (It also means that writeconfig would not have been used.) In fact, in reality, anything older than the latest release is unsupported. So, you should update to 0.184 right now, as stated in Stiletto's excellent article.
Once you've got 0.184, click on a game, click File, and look for "Load Savestate". If it is greyed out, then save states officially do not work on that game. MAME's F7 and so on take no notice of the game's status, and will happily let you save and load the rubbish that results.
Looking back over the history of updates to cave.cpp, we can only go as far back as 0.168, and a glance at the code reveals that save states were supported at that time. So, whatever is wrong, it's a local issue for you alone to fix.