I've had the same problem with this 'un. I don't think there is a save option. And even if there is, I'm not sure how to get to the load option anyway.
My guess, given how much it borrows from ghouls'n'ghosts, is that you gotta start from scratch each time.
And another Simple 2000 favourite worth tracking down is The Suiketekanai (or something along those lines). It's a load of bikini clad girls in weird mini-games... and is genuinely better than DOAX Vball for pervy entertainment value