One kind of saving is always done, and you do not have to worry about it: Once you have entered a translation in the translation box it is stored in the document you are translating. The point is that the translation box itself is a part of the document! Therefore, to make sure that a translation is saved, simply save the document, e.g. by using the Shift+F12 short-key! Please do a little experiment: Translate two or three segments, save the document when a translation unit is open (maybe even empty), and close it. Then re-load it. The reloaded document will look exactly the same as the one you saved, including the open translation unit. You can go back to this translation unit via the ALT+Home shortcut and resume translating.
Besides being saved in the document, the TU including source text and translation is also saved in the active translation memory (by default). This means that even if you delete the MetaTexis document by accident, the translation is still there: in the TM! To recover the translated document you just have to translate the source document with MetaTexis again using the same TM.