Crescendo does in fact have a save option when the tune is playing. Version 4.0 seems to be having some problems with explorer 5 (I haven't had any) - but there are instructions at liveupdate.com as to what to do if you have problems with Crescendo and IE 5.

Aside from that - There's a good page at troubleshooting midi here (http://www.cabelov.com/midi/miditrbs.shtml)

It's where I send people nowadays when they have problems - and I don't seem to be getting them back (could be because they think I'm mean for not helping them myself though!)