Wiz 6 allows any number of saves. You just need to go to the settings (first) and change the name of the saved game. The default name for a saved game is "savegame.dbs"; if you enter a different name in the settings, it will save the game file under that name PLUS however many letters of "savegame" are necessary to have eight characters.
For example, if you told it to save your game as "start", the saved game file would actually be named "startsav.dbs"; if you were to name it "abracadabra", the saved game would be named "abracada.dbs".
I'm working off of memory, here, as my copy of Bane is currently inaccessible, so unfortunately, I cannot walk you through the specific key strokes and I may even be slightly off on the names of the saved games, but I can assure you: you may have any number of saves in Wiz 6, and you can make those saves from within the game.