Do you save it all to one document? By chapter? Do you create a table of contents or something else to help you easily move from one section to the next? I'm looking for ideas...
One document, using Document Map in Word to make it easy to jump from chapter to chapter. I copy from my desktop to a flash drive and then put a copy of it on my laptop. When it's done, I print it out and put it in a three-ring binder for editing.
About once a month, I copy all documents to a CD, too, just in case. So there's typically 5 copies of everything; 2 hard-drive, 1 flash drive, a CD and a hard copy.
I usually save my manuscript by swinging in on a chandelier, fighting a cadre of guards, and then kissing it before taking it in my arms and dropping out of a low window onto my trusty horse Concord and riding into the sunset.
That or ctrl + s.