Save anywhere:
Immediately press Circle when the name of the current room is displayed.

Hint: Defeating the two girls:
The key to defeating the two girls that have the green key is to find the dolls. There is no way to fight them -- if you find that they have challenged you to do battle, press Circle to escape. Later on you will find two dolls (Valna's Doll and Vigna's Doll). Once you have both dolls, return to them and you will not have to fight them.

Hint: Koudelka's pendant:
Do not ever get rid of the pendant that Koudelka has carried around since she was little. You cannot complete the game if this is done.