What I do, is I went out, bought a 2 GB Compact Flash card, and I created a folder inside called "Projects". When I'm ready to save my project, I will go to "Save All To Memory" (May be wrong, but something along those lines) and once I do that, I will open up the "Projects" folder, create a NEW folder - Name it what the project will be called, and save it in there. This way, you stay organized, and everything is in place, quick 1, 2, and you've saved your work for the day.
Goodluck son.
P.S. - To import your work to your computer, you're going to need some sort of Digital Audio Workstation (DAW). Whether it is Pro Tools, Cool Edit, or Cubase... Then, you're going to need XLR chords to plug your XLR Chords from you "Stereo Out" ports, to your "Inputs" on your Sound Card and work it like that... It's a bit complicated so if you have any questions, hit me up and we'll get it in...