How do you save in Majora's Mask??

I'm sure this has bee asked before but how do you save in zelda: majora's mask. When I press start to get to the menu to save it glitches and there is no save option.

It seems like some of you have been playing fairly weel so i'm sure it's possible but i don't know how.

Help? Please?

Thanks

I see. thank you guys. I was just used to occorina of times nice save feature. I have donated so i will also use save frames. Thanks a bunch