Problems with saving core\exe (SBCL+Emacs+Slime on Windows)

Hello!
Please help.
When i try to save core image or exe i get message in emacs(Could not find a better development environment for Lisp(free))

Lisp connection closed unexpectedly: connection broken by remote peer

And i'm loosing connection with SBCL.
Core or Exe appearing but when i run this exe, program write message

Program too big to fit in memory

and close immediately.
Core seems to work,but I'm not sure that completely.
SBCL,Emacs and Slime i use from LicpCabinet
Can someone explain(or give link) HOW right save core images and executable files ,in SBCL with Emacs and Slime(What i need to do to get exe with my program)?
And can i do something with losing connection when i use save-lisp-and-die ?
Thank You in Advance

P.S.
Sorry for my English.

Well, the "and die" part of save-lisp-and-die means SBCL is terminating -- so there's no way to avoid losing a connection here.

Also, I'm no expert on saving cores; but I seem to remember people saying you shouldn't do it when slime was loaded.

You will probably get better help on the sbcl-help or sbcl-devel list.

As for good development environments, you might also try CLISP or Clozure. They produce slower code, but they are better supported on windows.