I'm playing minecraft and I don't know how to save?

I'm playing on the Xbox 360. And my friend and I built this beautiful house, but when she went on the game, she said no storage device. And I really need to save the game, since there's a competition. (We were on the same console) I was wondering if anyone knew what I should do.

Who ever is the host should press start and you should see save game if you are leaving then player 2 should exit game or can stay while the host presses exit it will then come up with a menu to save and exit or exit without saving.