Levels, stages, scenes

I don't know how to make a new level. for my game every level has the same scene with same objects. the only difference is that in the previous level if the character looses life i want the life that it has to continue to the next level. and after 3 levels i want the game to go to the next stage with 3 more levels and so on. i kind know how to use Aplication.LoadLevel() but i don't know how to make the characters stay the same as it was left in the previous level. anyone have any idea?