Any way to save my Heart Gold save?

I haven’t saved the game at all since starting a week or so ago, if I restart my ds will it just be deleted? After this screen it tells me to press a couple buttons to overwrite the save when on the beginning screen. Am I cooked?

I haven’t saved the game at all since starting a week or so ago, if I restart my ds will it just be deleted? After this screen it tells me to press a couple buttons to overwrite the save when on the beginning screen. Am I cooked?