Hi Mark,
If you are saving from within your data flow, it actually gets saved to the Dataverse database. This is only used by Dataverse and you can't see it.
To save your dataflow outside of Dataverse, exit your dataflow so that you are back to the main Dataverse screen. Select "My Documents" on the left said, then click on your dataflow so that ii it highlighted. With your datafloe highlighted, select the More Actions button (3 horizontal bars) on the far right side of the page and select "Export". This will allow you to save it outside of Dataverse.
Please let know if this answers your question.
Thanks,
Catharine