If you are an advanced user viewing a global user list, then you cannot save changes to that list. You must create a new list from that list if you want to save that state of the list as one of your personal lists. Click Save As in the User List Maintenance window, and set up basic properties for the new list in the Save User List As window.
Note: Only view and security administrators can save changes to global user lists. They can also save changes to lists owned by other users.