Does anyone know how to save a new file on Rhythm Heaven?

[outofreach]

I bought this game a few days ago and so far when I switch it on it goes through to the \'new game\' screen then you choose which file you would like to play as, so far I\'ve chosen \'me\' then whilst playing it has the little black bar at the bottom on the screens saying \'saving\' but when i want to leave the game i can\'t figure out how to log out and save the game so i just switch the power off! i know it sounds silly but i\'m so confused by this. anyone have any ideas??????????? yeah and there is nothing in the instructions