For this sentence, "保存をお忘れなくですぞ！” I am guessing the word "naku" is a suffix meaning not? So then it'd be saying, "do not forget to save!"? And is the "o" before "wasure" there to make it more polite?
お忘れなく means 忘れずに or 忘れないで, don't forget. It's the negative form of an honorific form of 忘れる. Here is the definition of お/ご～ある/ない in the dictionary:
Normally, you don't put です after なく, and ですぞ sounds somewhat archaic.
I presume ending every sentence with ですぞ is the speaker's idiosyncrasy.