Hi, is it possible saving levels? Its really boring start at first level always ...

Yes, you can save anywhere in the game at anytime! Press F2 to bring up the save menu and F3 to bring up the load menu. I think some of the bigger number F- keys quicksave and quickload but I forget which ones, it should say in the manual that you can find in the extras section.

A few other useful notes:

1. Saves work like savestates. You can save literally anywhere in a level, and it'll save your progress in that level, your position, and your health for both characters. You can use this to explore a level more thoroughly and then reload your save and go back through it.

2. When you die in a level, the game will let you load your quicksave if you've saved in that level.

3. You get eight save slots for all three episodes of the game.