Instructions
Turn on your PS3 and start "Fallout: New Vegas," if it's not running already.
Access "Settings" in the game. You can select this option from the main menu, or you can press the "Start" button to find it in-game.
Select "Gameplay."
Turn on whichever auto-save features you prefer. You have three options: "Save on rest," Save on wait" and "Save on travel."
Press the circle button to leave the gameplay settings, and press it again to leave the settings section. At this point, the game will save your settings to the PS3 hard drive.