@Coolcookie said that :
" After completing successfully the first mission the mission itself finishes with a " Victory " screen then the screen with stats of the just won battle. In this screen I am allowed only to Quit or Load and there is no way to proceed to the second mission. If I quit and click single player I am again at the beginning of the first mission.
Despiting I answer yes or no to the question of keeping the same army I am stuck there. Which is the way to proceed to the second mission ? "