Firstly: You must have the AvP save-game patch installed. www.foxinteraktive.com

Secondly: Add -lampcxtr -debug to the command line. 
ie: "C:\Fox\Aliens Versus Predator" -lampcxtr -debug
Then when in the mission press the tilde (~) key to bring down the console and 
then you can type the following codes:

"QUICKSAVE"/"QUICKLOAD" which always save/load to/from the first save slot.

"SAVE #"/"LOAD #" (# is a number from 1-8) which save/load to/from slot number #. 
"SAVESLEFT" displays how many saves the player has remaining in the current level 
at the current difficulty. This number is also displayed any time a game is saved
or loaded.