I'm using nethack 3.4.0-r3. After doing an 'emerge nethack', I tried to play the game, but was unable to save the game until I made the save directory and changed its permissions to the 'games' group (and adding my user to that group). I hope this helps!
should be all set now http://cvs.gentoo.org/cgi-bin/viewcvs.cgi/gentoo-x86/app-games/nethack/nethack-3.4.0-r4.ebuild?rev=1.1&content-type=text/vnd.viewcvs-markup