After each race you can save your game. Just quit the cup (NOT Withdraw), then you're at the GT Mode screen again, then you can go to your garage and save your game.
There are 2 commands to quit the cups. One which asks if you really wanna abandon the entire cup, so withdrawing from all other races too, and the other says that you can return whenever you want to complete the cup. It's clearly stated ingame.
Its the green exit icon at the far right. When you click it, it asks if you want to exit and states in brackets that you'll return there when you go back to it.
Go Ahead and click to cancel and withdraw... Even if you shut off PS2, when you come back it will remind you you have to continue the championship before you can doa any other races..
Well, that's another story. Because that's NOT possible. When you're in a championship, you can't do anything else, before you've finished that championship. With GT3, you could go to arcade mode, with GT4 not anymore (that sucks imho).
).
