When you go to save the pose, a window should come up asking you "Select additional information you want to save"  the tic box options will be "Morph Channels" and Body transformations"
Checking "Body transformations"  will save the current position of the figure in the saved Pose. "Morph channels" will save, well, morph channels, (body morphs, facial expressions etc)

Hey! His nose is dry! ... Someone should lick it,  just in case. - Diego