You didn't give a whole lot of information, but I'm going to assume you're on Windows Vista or 7, in which case I think I know what's wrong.
Versions of Windows since Vista include a "feature" called UAC which prevents you from editing anything in the "Program Files" directory unless you are running that application as an administrator. In this case, it prevents Notepad (or any other text editor) from saving your ff7_opengl.cfg in its original directory. Easy solutions include the following:
- If you opened ff7_opengl.cfg by double clicking it: In the file menu from your text editor, choose "Save As", save the file to your desktop, and then copy it back to ff7's directory.
- If you opened the text editor first, such as from the start menu, then right click it and choose "Run as Administrator" when you open it. This will allow you to save directly to protected directories.
The problem can also be avoided by disabling UAC in Windows, but I generally advise against that, as it decreases the overall security of your system.