If you pitch the last 3 innings with the lead, you get a save. For instance, the pitcher (don't know his name) that threw the last 3 innings in Texas' 30-3 win last year got a save.

If you enter the game in the last inning with the tying run at least on deck, then you will qualify for a save.

Then of course, if you pitch the entire last inning with a 3 run or less lead then you earn a save.