It sounds to me like you are using the downloaded demo version. The demo version does not permit you to save designs. The purpose of the demo version is to let you see how Rocsim works, but it is not a full function version. If you could save the designs, then there would be no reason for you to buy the full function version. As I recall, the demo version will not let you print, either.
If you want a fully functioning version, you will have to buy the package.