Can't save? – Doom's Knight Review

Should you be able to save a game and come back to it or do you have to completely finish a level once you start it? I save on the map screen and if I die it will restart from my saved point. But, if I save a game and exit, when I reopen the game it starts over. I really need this to save correctly.
Review by Kpisme57 on Doom's Knight.