I hear that Shadow of the Beast, if it doesn't have enough room to create a save file will erase EVERYTHING as it boots up for the first time, just so you can save high scores. No prompts or anything. Just... gone. So make sure you have enough room to save that one when you boot it up. Too bad you can't tell because NEC/Hudson were too stupid to list the sizes of all the saves in the BIOS menu and the back of each game box.