Use V (low kick) until you get enough of your SP to do the super. Make sure all the enemies on screen get hit by it at once, then V twice. Repeat until you win, since it gives you more than enough SP to use your special again (unless against a boss, though you should be able to do it for a fair amount of times). This is the only advice I can give, apart from putting all your money into attack training. Unsure about the whole save file thing, but the game is short enough to be completed in one session. There's usually three gates that you need to destroy, after that you should go to the next floor.
Edit: Just found out something - The nude cut-ins are from game overs, and on a related note, the game over music is kind of a banger