ok, if you just have the tg16 console (not tg + CD, not turbo DUO) then the only way to save games is with an add-on accessory called "turbo booster plus"...
this lets you have RCA plugs for audio/video plus memory back-up (file cabinet).
if you do have CD or DUO, then maybe you gotta delete an old file to make room for your new save.
what game are you playing?
hope this helps...