If you have a look in the top right of the Design Environment, you'll see the Solution Explorer. (If you can't see it, click View > Solution Explorer in version 2008 and View > Other Windows > Solution Explorer in version 2010.) See Image
The Solution Explorer shows you all the files you have in your project (Notice that the name of your project is at the top of the tree - "My First Project").
At first glance, it looks as though there are not many files in the project. But click the Show All Files icon (See Image).
When you click Show All Files, the Solution Explorer will look something like this (See Image).
When you save your project, you are saving all these files.
To save your work, click File > Save All and you'll see the following dialogue box (See Image).
The files are usually saved in the My Document folder in XP (Document folder in Vista and Windows 7), under Visual Studio. If you want to save your projects elsewhere, click the Browse button.
To actually save your work as you go along, just click File > Save All from the menu bar. Or press Ctrl + Shift + S on your keyboard. Or click the icon in the Toolbar (the stack of floppy disks). If you save often then you won't lose any of your work if anything goes wrong with your computer.
In the next section, we'll get down and do a bit of actual programming. It's a gentle introduction, so nothing to get too worried about!
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