wololo.net/talk

I used to be able to run Emulators and have the Settings saved on the MicroSD Card, but when I Updated the Android, I can no longer Save the Settings. For example, MAME4Droid (0.139u1). I adjust Rom Settings and they should be saved where I have the Roms/Emu Directory or I change the Key Layout and it should be saved for the next time I run the Emu but it is not.
I read somewhere that I could go to some Directory on the Device in question and change/Add the Option to allow Writing to the MicroSD Card. I tried to do it, but was unable to change the Setting.

Ugh... this is what happens when Google thinks their users are stupid.
On Android 4.4 (stock) you can't write to the SD card (with some exceptions)
There is a solution, though, you'll probably need to have root access: Look for an app on the playstore or an Xposed Module that fix this.

Well that is the problem. Nvidia Shield wont let me do it no matter what I do.
I tried looking on Google, but most of the things they mention requires a Rooted Device or Apps that dont fully work as they say.