To save a keyboard set to global, you need to push the KEYBOARD SET LIBRARY button for over more then a seccond. A new Global keyboard set can be loaded to any style..
To save a Keyboard set to a style, you need to push the KEYBOARD SET button under the display for more then a seccond, it opens up a dialogue where you can save your edditied keyboard set under a new name.
There is more to it tough, its al in chapter 16 of the user manuall