Instructions
Play the game as normal. When the word "checkpoint" appears on-screen, that marks a good time to save your progress. Saving right after a checkpoint ensures you will start back at that same spot. This will occur several times per level.
Press the "2" button on the Nintendo Wii Remote to bring up the options menu.
Select "Save Game."
Choose one of the four available save slots and press "A." If you are overwriting a slot, the game will ask "are you sure," so you'll need to press "A" again.