I don’t know what kind of problem you could be having, the File/Save / Save As menu is pretty straightforward.
If you’re using “Save Default settings” instead of Save/Save as, that will save the current state of Blender, and will show up whenever you start the program or do a File New.
Mike
Well for starters, I have yet to see a “save as” window. On a Mac, you go to file-save-as, a window pops up and you type in a file name. I found something that says press f2 to save. But I am finding locating a file a nightmare. As yet I can only see two lines at the top of the 3D window with file paths, about which I know nothing. Clicking on any file lists in the 3d window also offers no joy. Is there anyone who can who can spare a minute other than to say you ought to know? Cause I don’t. Thanks a million Mike S.
F2 or File >> Save as will have two Directory Fields at the top. The first (between “P” and “Save As” is the filepath to the folder you want to save it in. If nothing is there by default then click on the double-dot " … " in the main field to take you back to your drive letter (dunno aboot mac though) or just type in a filepath. The field below that (between the up/down arrows and “Cancel”) is for the name of the file (Test_001.blend) to be saved. Hit “Enter” and it (and what’s left of your hair) should be saved.
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Sorry, I didn’t mean to say “you ought to know”. I’m just a bit puzzled.
I’m not running a Mac (WinXP), so I’m not sure what Blender looks like on a Mac. AndyD runs a Mac, and he’lll hopefull chime in, (he’s on Australian time 
)
Here’s a page from the manual, showing the file selector :
http://mediawiki.blender.org/index.php/Manual/The_Vital_Functions
Does your screen not look like that?
If not , is it possible to take a screencapture on a Mac? … if so, take one and post it here.
Mike
<chimes in>
The question is a little confusing but then, so is saving Blender files on a Mac - at first 
Saving a Blender file:
Just go to the File menu and choose Save or Save as. The File Browser seems rather different to the typical Mac windows but it’s not that different once you understand it. To navigate the file system, you can click on the “…” near the top of the file/folder list and this will take you through parent folders. To navigate forwards, just LMB on a folder name.
Enter a filename in the lower text panel (the one with the cancel button at the end). Hit Enter or click “Save as”.
When you restart Blender it will start with the default screen (it sounds like yours uses the monkey). To continue with your old file, go to File>Open Recent and your file should be listed. If not, choose file open and navigate to where you saved it. To open a file, click on it (LMB or RMB) and hit Enter or just MMB on it (Option-LMB if you don’t have a 3-button mouse).
*Note: You may find the file listings make more sense if you navigate backwards as far as you can then go forawrd from here. Your Blender folder will/should be in the Applications folder. You might want to save files in here but it’s not the best place (I made a Blender’s File Folder called “BlenderStuff” in my user folder and I save everything within folders in there).
It really does take some getting used to for Mac users not familiar with DOS/Unix type filing systems.
Saving Renders:
Render an image with F12 then once it’s rendered, save with F3. Use the file browser to navigate to your preferred folder. You’ll eventually find the file browser is probably already where you want it to be anyway. Enter a filename in the lower text panel (the one with the cancel button at the end). Give the file an extension (.jpg or whatever filetype you selected in the output format F10 panel). Hit Enter or click “Save as”.
Saving Animations:
If you don’t specify a filename and path on Mac OS X, the animation file is saved as a file in a hidden tmp folder and called something like “0001_0250.mov”. To find it you’ll need to do a system search for the hidden folder as follows:
Desktop, Apple-F
Search for: NAME + IS + “tmp”
Hit the PLUS sign for a second criteria selection
Choose: VISIBILITY + INVISIBLE ITEMS
Hit SEARCH
You should see one or more folders. Open them and one should (hopefully) contain your missing file.
For future reference, since filepaths aren’t exactly second nature to Mac users (C:\ means nothing to us) you should choose somewhere to save your files. You can do this on a file by file basis by using the Render panel in the F10 window (left side). LMB on the small folder icon to bring up the file browser and navigate as described above.
You can set a default Render location (recommended) by saving it as part of your user preference. To do this, start with a fresh Blender Scene (File>New>Erase All). Go to user prefs (drag down top of 3D window), go to “File Paths” and use the folder icon to navigate to the desired folder. Put the window back then CTRL-U to save the setting.
Hope this clears it up a little. If not, please explain the exact problem in some detail. In the meantime, take a look at the PDF in my sig below. It explains it with pictures and hopefully that, together with my info, should get you going.
To add to Andy’s info:
There are actually seven different types of file (categories) you can save from Blender :
They all use the same “file path” mechanism that Andy and Fligh explained.
This is the file type you save using the File-Save or File-SaveAs menu. It works like any other application, i.e. saving the data in that program’s private format, so you can re-open the file and continue working later on.
Save image - this is the individual “snapshot” / result of pressing the RENDER button. I.e. it’s what your .blend file generates. You can save the ouput to a vareity of formats (.jpg, tga … etc). Saving the output, using File/Save Image (F3) … does NOT save the .blend file (Save, Save as). They are two seperate entites.
Save a movie / animation. This is done using the ANIM button on the scenes (F10) buttons http://blenderartists.org/forum/showthread.php?t=64692
4,5) Save runtime / dynamic runtime - Used for saving “games”, i.e a standalone version of the game panel (F4) setup. The game panel is really a seperate program from the rest of the modelling/animation/rendering system
Save default settings - This saves all of the data in your file, as well as your window/panels setup (as does the regular Save, Save/As), but the difference is that if you use this command, when you do a File New, or start up blender, this file will be loaded every time
Export … used for exporting the data contents of the file to a vareity of other program native formats
Mike
To Mike_S and everyone who contributed to this topic. Thank you so much for an outstanding response. I can see I have lots of homework to do. I will study all your ideas and if I am still a dumb-ass I will call for help. Thanks again. P.S. I think the monkey comes up on startup because it’s the one example file I looked at, and I assume Blender remembered it.
To Mike_S and everyone who contributed to this topic. Thank you so much for an outstanding response. I can see I have lots of homework to do. I will study all your ideas and if I am still a dumb-ass I will call for help. Thanks again. P.S. I think the monkey comes up on startup because it’s the one example file I looked at, and I assume Blender remembered it.