When you select New Song from the main menu, a bland song form is shown. You must add at least a title; you can add any other information on the main page. If click on any of the other tabs, you will be prompted to save the song record; this is because much of the other information is stored separately and linked to the song record.
After you have entered all the information you want for the song, click the Ok button and the song record will be saved to the database.
If you want to cancel the page before entering any information, just click the Ok button and that will cancel the page.