Okay, I think this is the way to save: click "Save & Continue" and then click on the slot you want to use for your current "save". At first, you can click on empty slots. When all the slots are filled, you have to choose one that is already filled in and save "over" that one. So, when all the slots are filled, you would most likely want to go back to the top of the "saved games" page and save over the top slot.
So, for any one user/profile name, you can go back and play only the games/levels that show up in the slots - that would be 10 levels. Then you have to pick which one to overwrite with a new save.
Edited on 06/09/2009 at 11:13:28 AM PST