The walking dead 360 save issues

Recently bought The Walking Dead disc game for Xbox 360. I played through the game and made it to the 4th episode/season (whatever its called)
shut down my xbox, came back to it later and it showed my saved data. I hit the file and tried starting on episode 4 and it led me back to episode 1. So I went back to the main menu and it had deleted my saved data putting me right back to episode 1.... WTF!!!
So I tried just moving on and letting it decide whatever choices it wanted to... still led me right back to episode 1..... I can't move forward in the game what so ever!!!!! This is very irritating!! I did not buy this game just to have to replay the entire damn thing from start to finish in one sitting... I don't have time for that. And I do not have access to xbox live so my problem can't be solved there either!
I want a refund!!!!!!!!!!!!!!!!!!!!!
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