Using the AppData directory is the right way to go. All other save game locations may cause trouble if the app is not run with admin rights on the machine.
Before saving there you have to create a save game location using the File-object: AppDataDirectory$( "File" ) + "\mygame\". After that you can save your data there (for example an array or ini called "settings") using the File-object: AppDataDirectory$( "File" ) + "\mygame\" + "settings"
edit: Here's an example from my game with an array, I don't use INI at all but I think the basic process should be similar.
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You only need to create the directory for saving once, re-creating it will do no harm tho - if the directory already exists this operation will change nothing (all save data in this directory will stay untouched).