About

"Fukken saved" is a slang commonly used to describe any material which is entertaining enough to be a must-save on one's hard drive.

Origin

The first mention of the "Fukken saved" slang is from this mspaint comic:

There is no real date information with that picture. The earliest archived thread featuring someone reusing that slang is from the 12th of december 2006:

[ Caution. 4chanarchive link: NSFW content ahead ]

• http://4chanarchive.org/brchive/dspl_thread.php5?thread_id=17182799&x=motivational+posters#17183097

Because of the strong similarity between this comic and the one from the 4chan party van entry, one can assume it has been posted around the same time.

On 4chan, there has been a trend in creating regular threads on Child Pornography. As gross as it must be, these threads are mainly to gather attention and sometimes to track down pedophiles though.
One of those threads was responsible for that meme's birth, according to the ED's article

Fukken saved is a phrase commonly tossed around the *chans, usually when a gigantic CP thread pops up, or something equally fap-worthy. The phrase supposedly dates back to the Snacks-era of 4chan, when a thread full of CP managed to stay alive for hours on end. This is most likely because Snacks was busy saving everything.

That information can be found on Lurkmore Wiki as well:

Originates from the popular /b/ MSPaint comics. The one in question refers to the "20 minutes" facade on /b/, as well as WT Snack's relinquishing of his mod powers. WT Snacks is browsing /b/, and is at first shocked to see CP on the board. He then looks joyful as he saves the image and shouts in joy "FUKKEN SAVED".

4chan's further use of the slang

As also told by both of these articles, the use of "Fukken saved" exploded on 4chan as an ironic response on CP threads and a reference to the comic.
It quickly expanded itself to be used in any occasion where something considered save-worthy was posted:

[ Caution: 4chanarchive links: NSFW content ahead ]

• When talking about a Death Note gif animation

• A teasing camgirl

• Or some role playing game

Reaching Firefox addons

Starting in 2007, an anonymous reused the slang to create an addon, for Mozilla Firefox and Opera, simply called "Fukken saved", changing the name of the "save as" option from your browser to "Fukken saved":

That addon isn't compatible with all Firefox versions though.
You can find all the related links about it on the ED page's external links.

Here's a working one for Firefox
The Opera version

Outside 4chan

Here are some links from forums and Youtube mentioning that catchphrase:

• Cheat Engine forum
• Scrapheap-challenge.com
• A Youtube list