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This is common question so I will give short summary.

1) There is no save system
2) After beating level you get level code, loading game means typing code in Intex system
3) To use level code find Intex console at the beginning of level 1 - after two doors, go up to blue monitors. Step on them and press backspace key.
4) After everything loads - simply type the code. After that you are on new level. You don't have any resources from before but you have some money - sum depends on how deep you are. Do not exit Intex but buy with this money better weapon and other things. Now you are ready to play again.