PCSX2 0.9.6 saving help

[eva-001]

I copied the image from my FFX ps2 game and played the iso of it. The game works really well but when I tried to save the game the memory card slot was greyed out in the menu. I don't know how to format the pcsx2 meory card or what save state means. If someone could explain to me how to save my game I'd really appreciate it. I tried to do research on it but I found nothing.
Thanks,
Jay

[Bositman]

Select the cdvdnull plugin, go to run->execute. After you're in the BIOS select browser, then select each memcard and format it