There are multiple ways you can save your MPC Project.

The standard way to save a project is by going to Menu > Save > Project or Menu > Save > Project As.
 
Your MPC also has an Auto Save feature that can be accessed via Menu > Preferences > Project Load/Save:


When this is enabled your MPC will automatically save your project within a set time frame (1 min, 2 mins, 5 min and 10 mins):



Please note: In this operation, a save progress bar will appear whilst you are working and you will not be able to operate the MPC until saving has been complete:



If you would like to stop the save progress bar from appearing whilst you work, you must disable Auto Save by 
by going to Menu > Preferences > Project Load/Save.

Your settings should look exactly like this: