Whether I create a new profile or not, when the game saves, and I shutdown my computer, when I re-open my game, there are no saved games or checkpoints....can someone help? I am tired of doing the first level over and over again.

Hi,

When you click on 'Load Check Point' you will see on the left hand side 'Level' with a list of the levels you have played so far.
Just click on whatever level you are up to and on the right hand side in 'Checkpoint' the checkpoints for that level will be displayed.