It is very important to save your song as you are working from time to time in case you were to experience a power failure.
A shortcut to saving at any time is to simply HOLD the STOP button and press the RECORD button, which will initiate "SAVE CURRENT?" to appear on the screen.
Answer by pressing the ENTER/YES button and your song is saved.
You may want to quickly do this right after recording a track or anytime you're pleased with how your recording is coming along and make SAVING a habit.