Once you've formulated a search that is giving you a good set of results related to your topic, you definitely want to save it so that you don't have to recreate the search from scratch each time you go to PubMed.
PubMed has an online tutorial to show you how.
The Library also has some quick tutorials demonstrating how to save a search using RSS Feeds:
PubMed RSS Feeds - Learn how to save a PubMed search so that you can view updates at any time.
Firefox Live Bookmarks - Learn a convenient way to view RSS updates in a Firefox browser.