How To save your game???

[PandemoniumMaster]

Does anybody have any clue how to save progress in this game (???), because I sure as hell don't have one. I played all the way to the 2nd world (green, junglish, I think it's called Materion) then I died, and after that I was sent back to beginning (!!), had to redo all 4 or 5 areas of the first world, then when I died again, I was ONCE AGAIN back on beginning.
I played this at Reboot InfoGamer, and there when I died I respawned at the start of that area where I died, but when I play on my computer at home, that is not the case - everytime I die I'm transferred back at square 1. Any clues??