If your game is running slow, try this:
Link It's a program that turns off unnecessary services in Windows, freeing up RAM for your games or other programs that require a lot of memory to complete in a timely manner.
I use it with HG:L and it makes a huge difference in response time. It also allows you to restore the services when the game is through.
Unless your stats are seriously screwed up, your progress is constantly saved every time you complete any quest, or pick up any item. Unfortunately, if you exit, it does not return you to your prior location but constantly throws you back to the last visited train station. I've yet to find a solution to this. If you are having issues, you can probably use the trainer to knock your stats back down so it satisfies the capping requirements. Just use the - key on the right keypad to de-level and the 8 to reduce xp. Annoying, yes. But it could help. Bear in mind that use of the + or - key will also affect the viewing distance of the automap, and trying to correct this with a trainer in use will change your character level. *insert dolphin noise of +25 frustration*