Letting players save their game to come back to later

1

My friend and I are working on a game and I was trying to find out how to do save points. I know they’re possible and probably not that hard, because I see them all the time in flash games on new grounds (example: http://www.newgrounds.com/portal/view/378012). any links to tutorials on how to do it, or just a basic explanation would be great. thanks