Making A Save Option

Okay So I am having trouble trying to add a save option to my game, I have finished it and it is just 4 very huge levels, or world. I have the cutscenes everything even a main menu that say Play, Quit, And Credits. But How To Make A Save Option So When The Player Saves Their Progress They start at the beggining of the level they saved on. I figured it has to do something with code and Application.LoadLevel But I dont know how to do it! Please Help

Ah, right… sorry bout that…