New poster here, i hope someone can help me!

I've recently bought Mario golf advance tour, but I'm having trouble - I can't seem to load saved data.

I can save a game whilst playing the story mode - and when I quit I get the full menu, like story, quick game etc.

But if I turn off the GBA and turn it back on, I don't get any option to load a saved game or have a quick start as one of the characters. Am I being stupid and missing something obvious? It's a right pain as it asks me to create a character and go through the story mode every time I turn it on!

Any ideas?