We're sorry you lost progress SmokeyJoe, there is no save button as it is supposed to be persistent. This problem only seems to happen to a few players but we are working to resolve it.
I'm sure Kon will offer compensation for any lost progress when he comes online, but he is busy at the moment sorting things out with Steam so it may not be until tomorrow.
If the game freezes again, could you post the log1.txt file from the Dawn of Fantasy install folder before restarting the game. This will help us track down the cause of any problems.