When you type 'a' to save a bookmark you will be asked:
Save D)ocument or L)ink to bookmark file or C)ancel? (d,l,c):
Type 'l' to save the link that is currently selected on the page;
'd' will save a link to the document you are currently viewing.
Typing 'c' will cancel without saving anything to your bookmark file.
Use the 'v' command to view the list of bookmarks you have saved. While viewing the bookmark list you may select a bookmark as you would any other link.