If you are playing on an emulator or original hardware and your progress isn't saving:

I cant unlock char and stages need help - Battle Stadium D.O.N

What Save Data Typically Contains Save data for a fighting game like Battle Stadium D.O.N. generally includes:

Here is everything you need to know about managing your Battle Stadium D.O.N save files and avoiding the dreaded "data loss" trap. 1. The "Manual Save" Trap