To save an ABC Data Set, first complete the 3 input screens of ABC Wizard
Just after completing the wizard, open the ABC Data Sets dialog, give it a name and hit the Add/Update button.
When you see the name of the file it in the list hit the OK button (see first screen shot below).
To retrieve an ABC Data Set you need to close your model first, such as no model is present in the program.
The change of datasets does not occur as long as you have a model open and the ABC Wizard button is grayed out.
Highlight the set from the list, hit Active Set button and the OK button; then go and open ABC Wizard (see second screen shot below).