Snes9x GX load problem

Ive checked around google for awhile and i can't seem to find my answer, sorry if this has been posted before.

Im having a problem with my savestates. I have no problem actually saving but when i load the states it just brings me back to the games first main screen.

Anyone can clue me in on what is going on?

TIA

I just checked again, and it seems to be doing the same thing on VBA gx

Are you sure you're saving the state or the RAM? You need to save to state.