As MPH1 said, when you go from one record to the next (or previous), Access automatically saves the record you were working on.
If, however, you really need to save the record before moving to a new blank record, simply click anywhere in the vertical bar that runs up the left side of your form (this is the bar that contains a black triangle "pointing" at the form when you are viewing a saved record, or a symbol that looks like a pencil when you are editing a record). If the "pencil" is showing and you click on that bar, the pencil turns into the triangle and the record is saved without leaving the record.
...Sigh, that's got to be the suckiest explanation ever typed - if it really doesn't make sense, I'll be glad to try again.
Good luck!
Tim