Without closing your browser, start up an ASCII editor. If you use Windows, you already have one on your system called "Notepad". To start Notepad, click the "Start" menu, followed by the "All Programs" (or "Programs") menu item, then the "Accessories" menu item. On that menu, click "Notepad".
Return to your Custom Web Design web browser. Click your right mouse button somewhere inside the big box under the section "Cascading Style Sheet (CSS) Code". A menu will pop up. Click the "Select all" item on that menu. Everything inside that box should now be highlighted (selected).
Click your right mouse button inside the box again. Select the "Copy" item in the menu that pops up. Switch back to the text editor (Notepad or the like) that you started up earlier. Paste the contents into the editor. To do this in Notepad, click the "Edit" menu at the top of the window and select "Paste".
Now save the file with the name given in the Wizard. To find out the correct name, switch back to the browser window. The name of the file is stated in the paragraphs just above the box you copied earlier.
For example, to save the CSS file using Notepad, click the "File" menu, followed by the "Save As" item on the menu that appears. A dialog box will appear. In the "File name" field, enter the name given by the Wizard, including the quotes. For example, if the wizard told you to use the filename "tswnavbar.css" you must enter that name as given, including the quotes, otherwise Notepad will modify the name of your file without telling you.
Remember to save the file in the same directory as the main page of your website. For example, if your main page was saved in the folder "c:\my-website", save your CSS file in that same directory. Close your text editor (Notepad or otherwise). You won't need it any more.