Forum:New Game Plus Help??

Hey guys, I need some help. Well I'm trying to do a new game plus, and i was wondering how to change the difficulty up. so i can get the achievements for beating it on hard and insane, on the xbox. but when i try to load a new game plus, it changes back to casual. I tried changing the difficulty on the main menu but it changes itself back to casual. I was wondering if I had to start a completely new game to play on hard or is there another way??