How do I "save the game to your ps3" in order to speed up downloading time?

I just started playing gran turismo, and when I was installing it I accidentally clicked no when it asked me if i wanted to save it to the ps3.

question, was that asking me if i wanted to save the whole thing to the ps3? if so do i not need the disk to play?
secondly, how do i go back and save it so the loading time wont be excruciatingly slow?

sorry if this is a stupid question, i know not what i do