Before saving the file containing your DCL, consider the fact that AutoCAD® must be able to locate your DCL file during runtime. For this reason, the file must be placed in one of the AutoCAD Support File Search Path locations. (If you are unsure about these locations, click Application menu Options from AutoCAD and examine the Support File Search Path locations under the Files tab.)
For now, you can save the file in the AutoCADSupport directory.
Notice Visual LISP changes the syntax coloring scheme after you save the file. Visual LISP is designed to recognize DCL files and highlight the different types of syntactical elements.