how to save one? usually after you set keyframes, you hit save.
if you want to render out an animation (instead of just a single frame/still pic) you want to go into render globals (settings, options, whatever) and choose your output file type (for the love of god DO NOT choose .avi), in and out frame (don't forget to add frame padding!), camera, and then close render globals and save. then, enter the rendering menu set, and at the bottom of the 'render' menu, you'll see 'batch render'.
Accept no substitutions.