How to save a widget as Facebook in Facebook application

Hi,
In Embed Widgets, i create a widget as Facebook, a code is generated, when i paste the code in the following location

http://developers.facebook.com/tools.php?fbml

I get the preview of the widget.

Is there option to save the widget in facebook? How does the user view his widget in facebook application? if so how is the approach?

Please help!!

Thanks.