Saving in Skyrim on the PS3 seems to be very complicated (Menu --> Save ... etc).
This is frustrating, especially in Dungeons.
Is there any quicksave / fastsave feature on the PS3?
You can set in the settings to save on menu every 5 mins. That means after every 5 minute laps while you play the game, just press the circle button to enter your menu selection and it will autosave. Pressing it again afterwards wont autosave unless 5 minutes has lapsed in the game.
5 minutes should be adequate enough for you to do something and then get a quick autosave without having to manually save the game. Works for me.