When you are finished defining your dashboard, click the Finish button to save it and add it to the reports list in the Reports Explorer. If you do not want to save the dashboard, click the Cancel button or press Esc; you are asked to confirm that you want to discard any changes you have made.
To save the dashboard with a different name, click the Save As button. Specify the new name and optionally select a different folder. If you click OK, the new dashboard is created and that's the dashboard being edited in the wizard.