How To Save The Stage You Just Played?

Am I missing anything here? I am new to this game though.

Every time I finish a mission, I dont seem to be able to save it. so the next time I have to start from the first mission again......!!

I take it you mean in campaign mode. It should automatically save your progress through the campaign. You then click campaign game, then your nation and then surface or sub depending on what you were doing, it should take you back to where you left off. At the bottom of the screen when you look at your briefings there also should be a load of numbers, these are all the missions in the current campaign that you have played so you can click them and play a favorite mission again. Make sure you are choosing the same nation and type of command that your were playing first or you are effectivily starting a new campaign with a different faction.

got it...thanks man!