If you're using DB Commander, changes should be saved automatically when you move to a new cell (box) in the database. Otherwise, there's a small tick icon underneath the database window labelled "Post edit". If you click that after making a change it should save your changes.
I've never had to do that though. Simply moving to another cell with the arrow keys has always worked for me.
Thanks Andrew. I also have another question. I created LeBron James in the game. When I create a cyberface for him, how do I put it in the game? And how do I put a headband on his bhed?
You'll need to edit his PLAYERPKG to make sure that he uses the cyberface instead of his created appearance. You'll also need to make sure that the game doesn't recognise him as a created player (ISCREATED to False). The face file itself can be placed in the art\ingame\players\update folder.
I don't make face patches myself so I can't offer any tips on actually editing the bhed, sorry.