Man, I had just scored a Hole-in-One on a Par 3 (Blitz Game), and when I tried to save the replay, I couldn't. Besides that, I got disconnected. When I try to save it on another game, the same thing happened. So frustrating...
To save a shot in a MP game requires quick reflexes - you have only so much time!
Best chances are in copying the link in the "send" box and pasting it outside the game. Later, you can publish it in a blog post on your profile.