RE5 Save question

Hey guys, I am wondering…. I get on LBP ALL the time with my bro… it asks which account to load (load stickers and costume etc.). After I got RE5 for 360, I got it for PS3. Whenever I get on 360, it asks to login, there is the save . For PS3 however, it is different…. my brother he presses PS button(start second controller) and then start… he joins… but as a guest! Meaning he cannot buy his own stuff…. and any itiems he gets are technically given to the Sheva bot after we quit and save! How can I do so that 2 accounts are logged in to have their own saves…. if this is not possible on PS3. 1 word: stupid. Does this happen with every game by the way? To sum this up, can I have two accounts logged in at the same time with their individual saves to play games such as RE5(Resident Evil 5)?