Offline Co-op Halo 3 Save?

[Grandslamtribe]

My roommate and I have been playing co-op multiplayer (offline). We can't find anyplace that it will let you save. Every time we start up again, it starts us at the beginning of the first level.
Is it even possible to save in this situation?

Please help!!!

 

[Zoltan]

go to one of the lobbies, any one will do. then go to change lobby, select campain then select the level that you last were up to. i would give you a better description but i'm at school right now so this is as good as i can remember!!