Printing out the game

How do I print out the move list to study a finished game ?
Can I save a game as a pgn or something ?

Thanks all

On the "My Games" page, click the "Info" link for the game in question, and then click "Get PGN/FEN".

Or, on the "My Games" page, you could try the "Email Games" option at the top right to get an email containing many PGNs.