You need to save the song project as a "song".all file, which is simply "save song". But you also need to save the audio files, which are not saved with the "save song" function. To save the respective audio files that go with a song, open the song's audio pool and choose the option "prepare master" or "prepare archive". "Prepare master" is more efficient, since it bundles together only the audio takes and parts used in the song per your final arrangement. "Prepare archive" gathers all the audio files in the pool for the song, including bad takes, etc. Both the "prepare master" file and "song" file can be saved in the same folder and usually the folder's files can be saved and burned to one data disc. "Prepare archive" usually has so much data that it can't all fit onto one disc with the song file.