Why does my game not save on Super Smash Bros. (N64)?

Ok so I have no idea why, but whenever I unlock a secret character (Luigi, Cpt. Falcon, Ness, Jiggly Puff) in the game, it lets me play with them, but if I turn off the sytem and turn it back on they are not unlocked anymore! Why wont they stay unlocked?! Please help! Thanks!