Use the File > Save Report option or click the icon to perform one of the following actions:
Save its settings as a report options file (*.pro). This custom report can be added to the Favorites menu, and reloaded.
Save a snapshot of the active report as an PRNX file, so it can be viewed again. The snapshot will be added into the My Snapshots menu.
Default location for custom reports and saved reports can be set in the General tab of Tools > Options. It depends on your operating system, see: Default paths for installation and settings.
See also: Saving custom reports.