To save your Maple worksheet, select the Save item from the File menu. This will pop up a file selection dialog. Type in a name for the file at the end of the string in the Selection window and click the Save button. To make things consistent, you should end your file name with .ms. However, if you leave it off, Maple will put it on for you. The name of your worksheet is now shown as part of the title of your Maple window.
If you make changes in your worksheet and then choose the Save item again, the changes will be saved automatically to the same file you chose above. The file selection dialog only appears the first time you save a worksheet.
Saving your worksheet often while you are working on it is strongly encouraged. You should save the worksheet every 5-10 minutes or so, just in case a disaster happens.