The reason why shortcodes are not saved, is because, due to a bug, the shortcode table is not created when the plugin is activated.
I have pulished a fix on my blog yesterday:
https://www.eaktion.com/blog/2011/11/28/wordpress-plugin-shortcode-generator-not-saving-shortcodes/
In short, the fix boils down to changing the definition of the “type” column inside the shortcode table to be varchar (8) instead of varchar(255).
Please, see the blog post for detailed explanation and step by step instruction.
/paolo
