Upon launching Lost Planet 2 campaign mode, you will be ask to create an Windows Live profile to be able to save your game progress. If you skip this part , you will have to restart the game, each time you want to play.
To create an offline profile :
When the "Games for Windows Live" menu appears > Click on Create Profile
In the next menu > scroll to the bottom of the page, there should be a small link (in blue): Create a local profile
Click on it and in the next screen (Offline gamer Profile) enter a Username and click on the OK button