Just a few things you need to know. You can have as many unconnected paths on one path "layer" as you want. What you need to remember is that if a point on any path is selected, the next point you put down with the pen tool will automatically connect selected point. To get around this just de- select points by using either of the arrow tools, the while or black one and click somewhere other than one of the paths. Now no points are selected and you can draw more paths without the connection.
As you can see-
http://www.simmerspaintshop.com/forums/photoshop/479-step-step-rivets.html
Another thing is you can compile paths by copy/paste so that several path "layers" can be condensed to one. You can copy and past paths from one file to another also.
As far as saving them, as long as you name the path, in other words, as long as the path isn't called "work path" it will save right along with the file itself.