How to save super mario forever?

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I am playing Mario Forever version 7.02 31 and whenver I move onto another world and exit the game, It resets my progress. What do I do in this case? Am I missing a file? Plz replay to this text.   more
You cannot save the individual levels but once you cross the world, the last world will be saved automatiocally   more
I got the answer right here. You can save if you go up a world. For example, If I beat bowser on World 1-4 and stopped playing, It would save at World 2.   more
In the main game I'm not, so I try the special Level   more

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