Catching a Request to Open or Create a File and Rerouting it

I downloaded some flash games some time ago to play offline at school if I find myself with no work to do and have a spare. The only problem is that they always attempt to save/load from the application data, and I don't believe the files are created at all, let alone loaded next time I would play it again.

Instead of decompiling each one and finding/changing the save and load location I thought about the Windows API, hooks in particular. Perhaps it may be possible to monitor system requests to create such a file, or open it if it's trying to load, and then tell it to look elsewhere (i.e. my flash drive)?

I don't know if the idea is开发者_如何学C actually plausible or not, but any solutions, or a solid "It's impossible" would be great.

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I hope some of these help:
WinAPIOverride32 is an advanced api monitoring software.
Deviare API
Deconstructing the Poker Client, Part 1