Yes, console save states work great, wish it was easy to do in Dosbox. Early computer systems are fine, too, because you can simply store the whole system state (C64 for example). But DOS or rather early Windows games can take up 256 MB of RAM, along with several CDs full of content. It would be a nightmare to get all this working without issues. 😉
@Tony: it says “Type IRON.EXE to launch Iron Blood”. ?
Great idea though, there’s probably a simple command line switch that will bypass this message.