Ok actually I figured it out myself. If you go to PGN->List Games you should be able to select all (by clicking on the first or last in the list, and then while holding down the shift key clicking the last or first in the list, respectively) then right click them and click "Save Selected Games" I think that ought to do it.
Analyzing All Games of a .PGN File
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I have been getting more accustomed to Arena and analyzing games through its interface. I wonder if anyone can help me with this question? Let's say you configure automatic analysis to use an entire .pgn file with multiple games on it as your source. Is it then possible to save all these (modified) games back to their original places in the .pgn file? Any help is appreciated =] I apologize if this is the wrong section for this post.