How do I save my game?

I was playing Donkey Kong Land for the first time last night and it saved after the first level. I figured it would save after every level, but after I completed the second level and went to the third, it didn't save. I ended up getting a Game Over in level 3, and when I went back to my file, it had just saved when I beat the first level, not the second.
How do I tell the game I want to save? Is that an option, or does it only save every few levels?
I know I can work around this somewhat by abusing the restore point feature on the 3DS Virtual Console games, but I'd like to save the game properly if I can.
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Quick Answer about "How do I save my game?"
How do you save game progress?
To save and restore progress, you need to:How do I save my online game progress?
5 Ways Gamers Can Save Game Progress To The CloudWhere are game saves saved?
You may also find some games store their save files in your Documents folder\u2014look for a folder with the game's name, the publisher's name, or inside the "My Games" folder. Other titles may bury saves in your user's %APPDATA% folder. You may have to Google the game in question to confirm where its save files are stored.Mon Bazou : How to save the game
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