Yeah, I would get into the habit of saving more often, not just when you are done, but many times throughout your coding-session.
As for me, I save everytime I add in a new function/sub, modify something, fix a bug, leave the computer (even if only for two minutes), even before running the program (that way if my game seriously crashes and burns and I have to restart, I can just right pick back up).
In short, if you happen to look up and notice the save button is highlighted since last save, best go ahead and press it.
If you're working on a DRASTIC change to your program, it might not hurt to save it as a different name as well so you have two copies.
It never hurts to be a saveaholic.