Metal Slug Anthology Help

I don't understand how to use the save file. When going into a game I have the choice to either go with "New Game" or "Load Game". If I Load Game and pick an old save file I can't start a new game with it... I can only see my old score in the records. I have tried presssing every key a hundred times! If I select "New Game" I can easily start and play a game, but when I save it I overwrite my old records. So how the heck do I keep a running set of records?

Wow, that's a huge flaw, I never noticed that, no you cannot keepa running list of scores.