The following 6 games DO NOT SAVE on the card:
(memory card capability was apparently not programmed in)
Bust-a-Move Again
Neo Bomberman
Pop 'n Bounce
Shock Troopers
Shock Troopers 2
The Irritating Maze
Pochi & Nya
http://www.neogeoprotos.com/memcardfaq.htm
theres other noteworthy stuff in there too.
like how region works sort of? don't think you can't save in a certain one though? I think as far as pressing something checking it in hardware test and managing it (I think you can manage files, right?) from there would be it?
edit:is ther some sort of drama associated with Billy Pitt? I remember hearing the name... not sure it was negative though?