The options are yes/no, no is on the right side and is the default selection.
I think its just asking if you want to create/overwrite the save on the memory card, and then if you're sure you want to save. I believe the last one is asking you to wait while it saves the game.
I can't really read any of this (I only studied this for a week) but I'm not sure its necessary, just keep saying yes (on the left) and it'll probably save.