I can't seem to save the game properly.

I'll play for awhile and beat a level but when I turn on the game again (after exiting properly) it won't let me enter any level but the first (Reddy Land). I can't even replay and rebeat the boss of the 3rd stage - it just puts me back into the screen where I can the 3 stages instead of asking me to select a Boss to face. I can see the next level (the orange one) and can click on it, but I hear a noise and the screen shakes a little.