So its MS 2002, I was guiding you through for MS 2007..

Step 1: Click on File in the top menu.
Step 2: Click Save As.
Step 3: Click on the input box beside File name.
Step 4: Type file name.
Step 5: Click Save.

You have to choose the file type..

I have attached an other snap to clarify the process..

https://www.mediafire.com/?cs2gqb54r5b4uy9

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----''Alexander''----