After quite a lot of tries, I reached the following conclusion:

To save you have to:
1 - Go to Options -> Save and Type a name for your game
2 - Press (and keep pressed) the three keys on the left side of the keyboard (control + function + shift)
3 - With the three keys still pressed, press and hold "S" and press "A" (You'll finally have 5 keys pressed at the same time ).

Worked fine for me

And Anyone has idea if it is possible to play multiplayer (different mobiles) via bluetooth/wi-fi/internet or anything? That would be so great,

Thanks,