I have the windows version, too.
1) The autosave saves at the beginning of each level. Yes, if it crashes, you have start it again. I know it's annoying but you'll get used to it. But if you manually exit the level, it will save all the goodies you've collected so far. (money, minikit, compass...)
2) If you start a level for the first time, you can't skip the cutscenes. but if you play them again in story mode, just press enter to activate a small message which says (for me) 'Skip(D)', just like at the intro.
Hope this helps!