There are many ways yiou can do this, a way that i did a start up menu once was just make a new level and this level is going to be the start menu, now all you do is if you want to use pictures and pannels then you can just display waht you want and have it go where you want to, for each part of the menu such as options, new game, etc. just make an actiopn that carries every panel code you have in your menu so far and have them all set you invisible, then call your action which the first thing it does is clear everything else, then set up the current menu for what the subject is, then if you want to go back, it will call the menu function, clear it, and display the new one, to start which ever level you want, just have the action do a load level and it will start and to get back to the menu later, have it do a load level on the menu. To have it save how many levels you have gotten to just save the information with one of the save commands so it stores some variables in a file and when the game is launched it will check how many level had been advanced so far.
-matt