Hi Linda,
You don't save. It saves for you and you resume the game only after you have completed a level. Fortunately the levels are fairly short and once you figure out what you are to do, you can do it the next time rather quickly. I've done levels a number of times. Also if you wish to go back to a level you need to use the code of letters you are given to get there. Be sure to find a gold tooth at each level.
Cheers,
Bill
http://www.mrbillsadventureland.com