Hi revco,
Jenny100's review says this:
To save a game you use the F4 key. This is actually pretty easy, but I was confused at first because I was expecting a save screen to appear, which would allow me to choose a saved slot or name my save. When no save screen came up, I wondered if something wasn't working, even though the game was displaying "save complete" at the bottom of the page. But all was fine. It just works like a "Quick Save" in action/adventure games.
Glad you're enjoying the game so far!