SQLyog - how to save procedure

Hi,

I know this is a very simple question. I'm just beginning to learn stored procedures and such. I downloaded SQLyog as some have suggested this to be a good IDE for MySQL. I know how to create the procedure in SQLyog but how does one save it. I managed to save one stored procedure test() but I have no idea how I saved it. I must have clicked on something and didn't realize it. I tried creating another procedure test2() and attempted to save it by File/Save but it saves the file as *.sql and then it doesn't save it within the database folder 'Stored Proc'.

Again a very simple question and I read the help file but it doesn't tell one how to save it.