Hi. As already stated, hit the esc key when in a flight to take you to the three pretty options pictures. Hit the space bar on your keyboard, choose "save" and it takes you to a dialogue box where you type in the name of the scenario you want to save.
Later at the options page (3 pretty pictures!) press space bar again , then "load" and you can chose the scenario you want. Only tried it once, but it seemed to work.
Pete