SH3commander doesnt save games
SH3 does
SH3commander loads your SH3 install and you can point that to where ever you like
Start SH3commander
Click on the spanner for SH3 options
Straight in front of you is the SH3 path that commander will load from
Mine is installed on D drive as you can see
Click the box at the end of that section and browse to your intall
Multi SH3 is the only program that allows save outside of the default MyDocuments\SH3 path