Same Hero from one stage to next

Anyone know how to keep a hero from one stage to the next, like in the single player campaign. For example in the campaign, when we play one stage and the hero levels up and we choose the skills, in the next stage that same hero is at that same experience level he had before with all the skills that we chose.
I've been trying to figure out how to do this but no luck. I appreciate any help.

Take a look:
http://mods.warcraftiii.net/article....3&action=part1

Thanks a lot. That really helped a lot. I was very close to getting it. I was only missing one step.