Probably depending on the person you are playing with. I've found some people have slower internet connections than I do and that made a difference.

I've noticed PF's server can sometimes run slow and depending on how many people are in Multi, that could always have an effect.

If this is a major problem for you whilst playing, you could contact PF and ask them if they're having problems with it or something. Or if it's your connection or computer, they might be able to help.

I hope this answer's your question.
Debz :)

I would contact PlayFirst and ask them about this. Mine always saves, so I don't understand why your's doesn't. I would suggest uninstalling and reinstalling it before you contact PF, but if that doesn't work, I'm not sure what to tell you.

You can contact them by clicking Support and then Contact Us. Since it's the weekend you might have to wait until Monday for a reply. Be sure to include all relevant information about your computer aswell, which will help them figure out a solution faster.

Good luck and I hope this helps you.
Debz :)