To save a message to be finished later just click on the Save Draft button at the top of the Message Composition page.

To resume that message use the folder selection drop down box in the upper right to select the drafts folder. Click on the particular message's Subject to bring it back into the Message Composition.

Note: Even after 'resuming' a draft message it is still saved in the drafts folder. You will need to delete any unwanted draft messages like you do messages in any other folder.