recently purchased BIA HH having problems with the game saving at last checkpoint i think it is afantanstic game but getting annoyed with problem i am playing on an xbox 360 plenty of space on hard drive please help if you can

I completely understand the frustration. This is a known issue and here are some steps on how to clear this up.
Brothers in Arms: Hell's Highway saves your game progress in the 'My Documents\My Games' folder ('Documents\My Games' on Vista). If your 'My Documents' folder is set to a non-default location (the folder has been moved to another location or is on a different drive from your Windows installation), the game will not be able to write a save file and save your progress.

Symptoms: There are no save errors displayed in game. If you go to the menu or quit the game, all progress is lost (even if the game displays "Checkpoint saved"). In the menu, the profile-list is empty. Creating a new profile always states that a profile with that name already exists.

Solution: Make sure that your My Documents / Documents folder is in the default location on the same drive of your Windows installation.

Windows XP: C:\Documents and Settings\[Account Name]\My Documents

Windows Vista: C:\Users\[Account Name]\Documents