Extract the downloaded ZIP. You will see a folder named NFSMWSave_1 (or similar). Drag this into the \NFS Most Wanted\ directory.

Right-click the new save folder > Properties. Uncheck "Read-only." Apply to all subfolders. If you skip this, the game won't save after you beat Baron.

For a first-time player, grinding from #15 to #1 is a rite of passage. You learn the map, the pursuit breakers, and the personality of each cop.