Are you willing to cheat?
What makes Nethack hard is that it only saves when you quit, and loading the save also deletes the file. So if you die or do something stupid, you have no previous save to go back to.
If you're willing to cheat, you can work around this. Whenever something significant happens-- you get a cool artifact, or successfully genocide mind flayers, or whatever-- you quit the game and save. Find the savegame file in your Nethack directory, and make a copy of it. Then restart the game and keep playing. Next time you starve to death or stumble into lava or get eaten alive by your pet puppy, you can just copy your backup savegame back into the Nethack directory, and load it to continue your quest. This isn't exactly honorable, but if you're used to the omnipresent "Quicksave/Quickload" buttons of modern RPGs, it will probably just feel like a workaround for missing functionality.
If you're feeling like a really ambitious cheater, you could hack the game itself, to add a save/load menu. Not that any programmer I know would stoop to such a thing. Nope. Never in a million years. (And besides, I was just a kid, and it was on a really old version, and I lost the whole thing in my first hard drive crash.)