Save Game Location Problem

[Gurfield]

Both GTA San Andreas and GTA Vice City cannot save the game. They do not create their respective GTA User Files folders in Documents, instead they save the settings in the folders where they are installed, the same folder where the .exe of the game is located. However, they do not save the game on those folders. I have tried everything to solve the problem for the Documents folder but none of them worked. I cannot find games' entries in the registry as well.