Registered ICC players can have a personal library of up to 400 games. Libraries are different than your history games. Your "history" contains the last 20 games you played, so the games will disappear as you play more. Library games won't go away until you delete them.
Menu above: Actions > Show my personal library
Right-click on a game in your library and choose one of the options from the pop-up list. (examine, libdelete, save PGN, etc.)
To save your last played game type: libapp -1 To save a game from your or someone else his history type: history or history username eg. history lisebeth > right-click on the game and choose 'Libappend' from the popup menu. (You can do the same with a library eg. liblist Lisebeth)
Command line method:
Type on the command line under your Main Console: liblist
More commands and information in "help libraries"