Below I have prepared a serious of instructions on how to save your object in Second Life after you have been working on it and you wish to save you current progress:
1. Go to the
Tools drop down menu.

2. Click on
save object back to my inventory.

Now your current progress on the object has been saved and it is back in your inventory for you to access at anytime.
If you still don't understand how to save your objects on Second Life view this link of a good tutorial on
youtube:
______________________________________________________________________
Below is a serious of instructions on how to link your multiple objects into one in Second Life:
1. Go to the
Tools drop down menu.

2. Click on
select only my objects.

3. Click on the
Build menu.

4. Click the
Edit icon.

5. Drag your cursor over all objects you wish to save.

6. Go to the
Tools drop down menu.

7. Click on
Link .

8. Name your object.

9. Right click on the object.
10. Click
Take

Now your object will appear in your
Inventory under
Objects and what ever you named it.

If you still don't understand how to link your multiple objects into one in Second Life view these links of some good tutorials on
youtube:
This
second video only uses short cuts but its good if you want to learn them: