I assume that you are using Internet Explorer to access the internet? If so, when you click on the save link in the Announcement thread, you should get the option to open or save. When you click on Save it will take you to the file system where you have to find the folder I specified before, where the Civ5 saves are kept. When you find it, you should click on save and it should save it in that folder. Then you can start the game and load it.