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1. Press ESC, and towards the end of the menu is a save button. I suggest using a couple different slots in case you run into a problem(that way you may have an earlier save before the problem, whether game-related, or game plot(e.g. monster fighting) related.
 
2.It's all explore and go, unless you want a map. If you keep getting lost, or just want to know where you're going, register at www.amaranthgames.com and enter the AV1: Rhen's Quest section of the Village Square. There's maps and walkthroughs pinned to the top of the forum.
 
3.It depends on what version of AV1 you have. I don't think Build A has a mouse feature, but Builds B and C do. To see which version you downloaded, look at the bar at the top of the window when the game first loads. It'll say something like "Aveyond-Rhen's Quest Build A, B, or C.
  Since this is a deciding factor for you, if you've downloaded Build A, then buy the game from Amaranth directly. They make sure all their games are kept up to date with the latest versions and patches, whereas portals(like Big Fish) do not. Shockwave(or Real Arcade, I forget which) gets the game and never updates, so it's important to check the version. Build A has more bugs, since it's the first version, but Build B(and therefore C) have virtually none.
   I really hope you decide to buy the game! You'll be glad you did!