What the deal with SAVING samples, programs, projects?

My question is saving. Am I saving to CF? Can I save to hard drive on 1000? I have tried to save projects and samples singley and saved [ENTIRE] project samples and sequences only to turn the 1000 off and return to not be able to re-load the project. I have lost a few proj. with this and am now leaving the 1000 on at all times until I record to multi track. This is very frustrating I kno it shouldn't be this way. Somebody tell me somethin on SAVING!

make a new folder and save entire memory into the folder.

I dont have a hard drive but I assume it works the same as a CF card for saving.

Makes sense I will give it a try. THANKS