To save the right BPM you have to insert the BPM in the first line of the first pattern,you have to insert command in the same place where yoiu edit volume,pitch etc.
For ModPlug
In the first line " 00 ",right clik(mouse) and set tempo options and tempo speed.
With Protracker,Octamed etc. it's the same but you have to insert input with your hands and not with mouse.