Aren't fish finders susposed to save the things that you change on them when you cut them off, or do you have to do something to make it save.  

I doubt they'd save anything. For them to save there'd have to be power supplied to the locator all the time, probably via a small battery on the locator.  I'm guessing most of your GPS units have that ability but not a standard run of the mill locator.

I know some have a "history" option but I'm pretty sure it's only on high end ones.

or are you talking about the settings?

What, exactly, are you trying to save, and what brand/model do you have?

Saving things such on the settings like keeping it on manual and other settings that I adjust.

It should come back up the way you turned it off.(Manual,hi sensitivity, etc....)