@Nobody905(View Post) windows likes to hide the extensions of known file types. Maybe you are saving the file as autorun.lua.txt. If it says the file is a "Text Document" it's probably that extension. You can either google how to disable this and be able to rename it to something without the .txt, or you could try saving it in notpad with the "All files" option and naming it autorun.lua there.
Also possibly you are saving it in the wrong folder, but that's more unlikely.