Games : Saving progress for Halo:Combat Evolved onto a USB [on hold]

I am brand new to first-person shooters and decided to start off with Halo Combat Evolved. I know that it is old, but it intrigued me the most and seemed to be the easiest to learn. Here is what happened.

I am encountering an issue . I got the entire thing on a flash drive, all the halo files, unzippers, iso, etc. I can play it just fine from a flash drive. The problem is that my progress is being saved in a folder that is created on the computer I play on through my flash drive. Thus, if I don't copy that folder into my flash drive, I don't have my progress. My question is: is there a way to change where the progress and saved game files are stored, so that they are saved on my flash drive instead of the PC I'm on? Once again, thanks for the video. I would appreciate any help with my issue. Thanks!

for reference: the halo savedgame folder is being created in the MyGames folder situated in documents.

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