FPSC does not currently natively (or, for that matter, 3rd part-ily) support saving and loading.
There are password systems
emerging (as in, you get passed a level and you're given a password, you enter that password next time to return to the next level), but currently, there are no completed publicly available versions. However, 1 FPSC game ("Commander Josh" by Benjamin A) has intergrated passowords, so it certainly is possible.
Saving and loading is a particularly hard thing to code (quickly, at least), but people hold the belief that when TGC releases the first official update to FPSC, it may support save/load.
EDIT: Also, for reference, this thread does not belong in the "Showcase" board, but the "Product Chat" board, three boards up from here.
Evil has a new name. Demo out now!