How to save a project in Microsoft Visual C# Express 2010?

You don't generally have to save the project file itself - you won't be changing it much unless you're doing things like adding references or changing build information, and most of those things are saved either individually or automatically.

Re the Framework, not sure what you mean by "open" it, it's a set of runtimes and libraries and what not, not an application you can run or a document you can open.

Ah right. I don't think the normal client versions of the Framework come with much documentation (there's nothing to document really).

If you've installed one of the versions of the Windows SDK, I think there'll be a start menu entry (in Vista, use the "All Programs" link on the Start menu and look through the folders), with links to the help files or online docs. Likewise if you've got documentation in MSDN form along with Visual Studio, it should be in its Start menu folder somewhere, or from the Help menu in Visual Studio itself.

Unless you need offline access though, the online MSDN and the MS sites like www.asp.net or www.windowsclient.net (plus the myriad community ones) are probably your best resource.