When I play a MGS, I don't know how to save my current state in a game. I start a new game and play it for a while. When I exit the game I want to save it. I receive a ''Mision failed'' message and ''Continue or Exit'' options, I choose ''Exit'' and actually exit the game, I don't get a save option, so when I want to continue the game I have to start a new game (load game doesn't work because there is no save game performed).
What am I doing wrong? Do I have to reach a certain level in the game to get a save option or do I have to do something else and I don't know about it (or how to do it).
If I play a VR Training I get an option ''Save'' and it works perfect.
Please help me!

What am I doing wrong? Do I have to reach a certain level in the game to get a save option or do I have to do something else and I don't know about it (or how to do it).
If I play a VR Training I get an option ''Save'' and it works perfect.
Please help me!