The command is "copy running-config startup-config". You would then give the configuration a name.
See the following link to the Flash/File section of the online CLI Guide for more information:
<ADMIN NOTE: Broken link has been removed from this post by Dell>
I know this is an older thread, but wanted to come back with some updated information for anyone searching.
Here is a KB article with some information on backing up configurations on the PowerConnect, Force10, and N series switches.