To Save a Scene with the Model
1. On the View tab, click Scenes and click Edit Scene in the gallery. The Scene Editor dialog box opens.
2. Click the Environment, Lights and Background tab in the Scene Editor dialog box to set the appropriate settings for the model.
3. Under Gallery, select the scene that you want to save with the model. Right-click and click Activate to apply the scene settings to the model.
4. Select the Save scene with model check box under Active Scene.
* 
When you set the save_scene_with_file configuration option to yes, the Save scene with model check box remains selected for the duration of the session.
5. Click to save the scene as a separate file.
If you continue modifying the scene and saving the model, the latest updates of the scene and the model are saved.