Welcome kool <img src="/ubbthreads/images/graemlins/wave.gif" alt="" /> - if you play with the last patch 1.0034 => you have 2 quickload slots (can be increased) and the game prevents you from saving if you're dead. Are you playing it with 1.0029?
And I'd advise to have a few extra saves, not only rely on quicksave.
Kiya
