Ah, that would explain why it is not saving. All of the module files must be uploaded - including the header_php.php file. If you uploaded your original (without the Extra Field code) then the data can't be saved.

You'll need to merge your existing header_php file with the new one in the module folder. Try using a program like Win Merge to see the differences.

HINT: All the changes are denoted with "extrafield" so they are easy to find.