Valhalla Ds is a port of Valhalla classics Episode 1 – The Crypt. It was originally released on the Amiga in ’94 and remade for PC later. It was the first digital speech adventure game to come out, and was ground breaking at the time.
Unfortunately, there is no save system in place, but the episode isn’t too long. As long as you’re careful you should have no problems finishing with no save.