Follow the directions on this article and you should be able to save your password. It basically uses a JavaScript code to force the browser to prompt for remembering the password.
You can use this add-on: Autocomplete = on. However, one of the comments on the add-on says it doesn't work for PayPal's website. It may be worthwhile testing that out for yourself.
Disclaimer: In most cases sites that do not allow you to save the password usually do it for security reasons, which is probably true for PayPal as well. So it may not be a good idea to save your password for such sites, putting your personal information at risk.