Does anyone know how to save layers in a file made with The GIMP? What I mean is when I save a picture, it tells me it can't save the layers in the image, which makes working on something more than once difficult.

Saving as .xcf (GIMP's format) will preserve layers.

Yep, formats like bmp can't save layers, use the native Gimp format (see post above), or f.e. Gif.