Unfortunately there is no way to have more than 1 save with the UI, because it required to handle user input (to name the savefile..) and it didn't yet reach the top of my priority list.
If you want to do it manually though, you can move the file our_home_directory/.hgames/dm/save0 somewhere and restore it later on. Once this file is moved, restarting the game will change the main menu entry (Continue or New Game). Hope this helps!