Everytime I begin to play the multiplayer online in Red Dead Redemption on my Xbox 360 I begin with some basic weapons. Sometimes during the play and I get a lot of cool weapons and I don't know how to keep them to the next time.
Maybe there is a way to save (since everytime I exit a message warns me about losing all data that is not saved, but I didn't found a way to save, sometimes just autosaves itself).
So, How can I prevent losing all the money and weapons when I quit the game?