You can go to the menu and select quicksave. That will temp save at that particular location for you. I think you have to turn the DS off afterwards (if you have the DS version that is), and then reload it though..........I THINK. I quicksaved once and it made me do that.

I have my own rant though!

Why the heck put an airship in the game right at the beginning and then have it get blown to smithereens (fancied a Selphie word in there) after about 20 minutes? Get rid of the damned lake that stops you from getting to the Sealed Cave and you could easily walk there. Yep, call it the Enterprise (it must have been named after the Starship Enterprise in Star Trek: The Next Generation you know it), and it gets blown up. Why not just use a projectile weapon at the sodding rock!?

Nah, that'd be way too easy because you never get to keep an airship at the beginning of the game. When I first started FFIII on the DS I thought
Yeeeee! Airship! Lala la la la whooooo....!!!BANG!!! Oh F-! Should've known it was too good to be true.

Now I'm faffing around as minitures...boring.
Sure I like magic, but not when I have no MP left and nothing to replenish it! Give me the old hack 'n' slash back!
SMACK! 1hp....pfeh. I hate mini status!