How to Save on New Super Mario Bros DS

First Method

Play all of the levels before the Castle level.

Beat the Castle level.

Press "Save." (it will pop up)

Second Method

Find 5 Star Coins.

Go to the Mushroom house on the map.

You will then be asked if you want to spend your Star Coins, select "Yes".

You will then be asked if you want to save, select "Yes".

Third Method

Beat the Final Castle. You can then save at any time.

Press the "Start" button, then select "Save".