Todd's link will be invaluable, and is highly recommended.
What you need to do is look for "Export" in Todd's tutorials, and also in the Help Files. That is where you "save" your Project to an AV file.
Save, as you have found out, is only for the Project file, the PRPROJ, and is ONLY for use in PrPro. This ARTICLE will give you more background on the Project file and on the types of Save. It is good to know all about Save, and incorporate the use of the variations, Save, Save_As and Save_As_a_Copy into one's workflow.