[Solved] The Memory Stick Used To Start This Game Is Not Inserted

[ePilgrim]

All this chatter about savestates aside... how do we 'link' a memory stick or "a place to save" to PPSSPP?

There are a handful of games that won't allow you to even play unless it can register a memory stick or some where to save... It's my biggest problem right now and it would appear that the game I'm trying to run can't find a place to save.