When you load a program in Rapture, and then you edit it, and then save your song, all your edits to the program are stored in the song. That's the same for SONAR, Project5, Cubase SX, Digital Performer and any other host. Hitting save once will do.
The most common scenario is to have 'program edits for X song', therefore in general it's good not to save those edits in the original program. This way, you can load them into another song, and do different edits, etc.
If you load a program in Rapture, edit it, and then decide that the edit will be reusable more than the original, then simply go to Rapture program menu and select 'Save'. Every new song or Rapture instance will load the program with your edits after that.
If after loading the program, you decide that the program is worthy to be reused but do not want to lose the original, simply go to Rapture program menu and select 'Save As', and give your edit a new name. After that, you can just load your patch as any other.
Usually, I do not save the programs, unless I'm doing strictly sound design. The songs themselves serve as repository for tweaks.
I wouldn't see how anything in hardware would result in anything so convenient as save-and-all-is-in-the-song, but it might be just me
-René