Here is a beginners tutorial on how to save your Bryce OBP's for future use. This Tutorial was made in Bryce 4. But it is the same for Bryce 3.
Ok lets start.
Open Bryce Create a sphere and apply a material to it. Make sure it is highlighted. Click on the little arrow next to create to go to the Objects Library . Open the category that you want to save your object in. Then click on the add Button When you click the add button, a new box will open.