Why would in the world you want to do so? preventing someone from saving your pages? bad idea.
Anyway, I have ever come across an article that discuss that. Have forgotten the address but basically it can be done using HTML code.
Something like the one below but I never tried that before:
<frame><noframe></frame></noframe>
not really sure whether it is FRAME and NOFRAME or FRAME and IFRAME. 🙂