What is the name of your game, ToW2: Africa 1943? Is it Steam version or not?
Try installing it not to 'Progam files' folder, but some another folder you have full access rights to (it doesn't save options because it lacks writing rights to its own folder). For example, try installing it to My Documents\ToW2 folder. Then run options.exe and set stuff like resolution, see if it saves.
Run the game, then exit it and look for users folder inside the game folder (it should be created after first launch). Inside it there should be several config files, one of them should contain string 'Compatibility mode = 0' or something (i don't remember exactly). Set it to 1 and try loading the mission.
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