The game's about relaxing and taking it easy... just do a few levels here and there, and don't make it seem like frustrating work towards the badges.
It saves just fine as well.
For the volcano level with the anchor (it's not the last level), you have to drag the plankton to the lava crater in the bottom left of the screen, and they'll come out of the top of the volcano in a different colour. Blue to yellow, yellow to red.
 "loops of zen"){kind=icon}
 "BoomsticK"){kind=icon}
 "Vector Runner"){kind=icon}
 "Z-Rox"){kind=icon}
 "The Necronomicon"){kind=icon}
 "light-Bot"){kind=icon}
 "Kaleidoscope Reef"){kind=icon}
 "Kongregate Level Up Guide"){kind=icon}
 "SandStorm Racing"){kind=icon}
 "Duck, think outside the flock"){kind=icon}
 "Now Boarding: First Class"){kind=icon}
 "Rainbow: Forever"){kind=icon}
 "Coil"){kind=icon}
 "Battalion: Nemesis"){kind=icon}
 "Aether"){kind=icon}