Hey Schlepie,
once you have created it, click the save button, it should save by default to your documents folder,
it will give you the option to save it as a named file, ie: fixture name, and also to change the save path, which you can change to > C:\myDMX\ScanLibrary > from there you can select the corresponding manufacturers folder, or you can specify your own..
then open up myDMX program and select fixture as you normally would to import into your universe..
hope it helps you
Macky