I can't save progress or even the key binding in Alice Madness Returns(PC)?

I can't save progress or even the key binding in Alice Madness Returns. My guess is that, it's not working because the directory of my 'Documents' folder is not default as I have relocated it to directory 'Z'. I have tried returning it to default(C:\Users\Public), and it still seems not to work. Got any idea to fix this?