Have you tried installing the game to your hard disk/hard file instead of running from adf files on WinUAE? Then you need to create a Save directory/folder inside the same directory where the POR files are located. There are assigns to be made to your S:user-startup file to point to the correct locations for the game files and the save disk. Use an editor to read the install file if you can't find the correct info in a readme file. POR has been one of my favorite games on the Amiga.
The other possibility is that your game file is corrupted. You aren't using a cracked copy are you?