Help with Aladdin nasira's revenge!

Hello every1,
my name is bayan from Syria...
Actually, i use windows xp sp2- i recently installed
"Aladdin in Nasira's Revenge"
the problem is:
I select 'New game'- then play the 1st level- after i finish it -
i press the continue button but get to the welcome screen with the 3 options:
start game- options- exit
i choose 'start game' & I'm back to level '1'!!
i finish level '1' - press continue- then it asks me:
do you want to save? Yes- No
save to same block? yes-No
In both, i choose 'yes'-
then i go to level '2' - finish it- press continue- then i'm back to the welcome screen again!!!
in other words, i have to play each level twice in order to be able to save the level i finished-
Now, i'm stuck @ 'the dungeon 2' - i finished 'the dungeon 1' twice then got the 2 questions :
do you want to save? Yes- No
save to same block? yes-No
& in spite of that, i return to the welcome screen every time!!
plz help me get over this problem!
Mr.Muhammad & All other kind friends: i'm waiting for your help!