I save the replay and when I go to the folder of the replays I cant see it, because there are nothing in the file.

you probly dont have the folders, re install TB and It should fix it self.

You can't save replays for next reasons:
1. Maybe you use illegal symbol for save
2. Maybe sometimes glitch work and file saves without extension (example: (In my pc) wtf)

meh... vista?

If so, go into your replays folder, and click "compatibility files" on the top toolbar majig.

Do you have admin privileges on your computer?
That might be a problem if you don't.

Since it doesn't let you edit folders.