Any interactive component will not allow you to save back to your database for the purpose of simulation. if you only care about the create a schematic you can always use the symbol by going through the component wizard. Interactive components referred to component that changes state while simulating, for a relay you see the symbol toggle on the screen as you simulating the circuit. The models for these components have special code and when you save them to your database the engine no longer recognize the code therefore will not work.
If someone send you a schematic you can double click on the component and there should be a "save to database" option. This feature was added in V8 if I recall correctly, double check for yourself if you have this option. If you don't have this feature, you can extract the netlist by selecting Transfer-->Export netlist and you can open the file with Notepad, in the netlist file you will find the model which you can copy and create a new component yourself.
Thanks for your reply. I had a feeling that The Virtural Compnents couldn't be used in the way that I was wanting to use them. Anyway, they are the easiet option to use when you don't have a part model and only have a datasheet to work from.
As far as the second part. I will have to try what you suggested. I am using Multisim 2001 and I am not sure I have the save feature.
Thank you very much for your answer and help.