Hi Pamela! When you say "nothing happens" after you have clicked "save", well, nothing will. Straight away that is. The file will be saved where you directed it to go, but it doesn't open until you open your MS Word program, click FILE|OPEN|MY DOCUMENTS and select your recently saved "[unnamed].rtf". Then it will open on your screen. You can if you wish go to the file in MY DOCUMENTS and click on it there and it will open in whatever program you have associated RTF type files to open with. That could be MS WORD, MS WRITE or even NOTEPAD.
Just have a look in your MY DOCUMENTS and I am sure you will find your ".rtf" file or files safely tucked away in there.