If you're having trouble saving your photos to your 'My Photos' page, make sure you've verified your email. You can check as soon as you login to your BeFunky account. You'll get a notification on the top saying 'Please verify your e-mail address'.
If there isn't an option to verify your email, you most likely already did this (we send out an email when you initially sign up, and if you can't find it, please check your spam folder).
Note: All images saved to 'My Photos' are saved but are set to private until the account email has been verified.