Drafts are saved on your local drive, so you can save them by
copying those files elsewhere. In Windows you'll find them in the
Documents and Settings folder, under your user profile, e.g.
C:\Documents and Settings\<username>\Local
Settings\Application Data\Macromedia\Contribute 3\Sites\Site1
In that specific numbered Site folder will be the drafts and
new pages you're working on. The problem you may run into is that
the remote web server has a record of what files you have checked
out. When you start editing a page, Contribute places a .lck file
on the web server to prevent other users editing the same page.
That .lck file contains your username, and they're all going to
have to be in synch with what you have in the local Site