Another option:

Select the track, click Render and then 'Save Track to file'.

This selects the whole track for saving. Your next decision is what format to save it to.
Since you seem to want to save the MIDI track, when the Save dialog opens, make sure to set the file type to MID (it will likely default to SEQ format).

Then choose your desired location and just save it.

Attached Files (Click to download or enlarge) (Only available when you are logged in)
renderTracktoFile.jpg (99.81 KB, 47 downloads)

Make your sound your own!
.. I do not work here, but the benefits are still awesome