I completed the crazy challenge for the first time today, and I would like to know how to save the game. Can anyone help me?

If you haven't quit the single player tab or exited the game, under the main tabs, you will see a 'saved games' link. Click it, then hit save game. If you wish to showcase it on your profile as a favourite game, I'm not sure how you select a SP game when selecting fav games.

thanks for the help. Have managed to save the game

Glad to help :D