Problem Saving A Project

Hello all-

I am having trouble saving a project.
I go into the GLOBAL menu and it does not give me a PROJECT option… It only reads from top to bottom:

GLOBAL SLOT
SYNTH COFIG
MIDI CONFIG
CV CONFIG
SYSEX DUMP
and
OS UPGRADE

Am I missing something? Was it erased? Is this option only in the most recent OS?
NOTE: I have not updated to the most recent OS as of yet… I would like to save the project first… Is there another way?

Thanks for helping,

E