Here's how you can SAVE from the place you are
FF3 uses Suspend (Let's Say some sort of RTS)
Think Castlevania used the same option
http://users.skynet.be/DuNe/NDS/ff3-ds.html
When you continue your save it gets destroyed to, i can tell you that

So don't forget to Suspend it as long as you don't have a real save spot!
READ THIS!
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- After doing the Suspend you only can turn off your DS
- When you press "NEW GAME" or "LOAD GAME" your Suspend save will be destroyed (that's what somebody told me the txt in screen 6 is

)
- When you press "Continue" the Suspend will be loaded AND will be destroyed 5this means if you play and turn your DS off, you have to start ALL over again
- This means, Always Suspend your game before turning off your DS when you're tired or stop!
- So Unless you didn't play till a REAL save point, don't forget to Suspend your game (unless you like to play over and over again!)
- I really don't know if you can do Suspend in ANY spot, but as long as you have the option in the upper right screen i think you can!