You can of you are only writing a message in a thread, it usually automatically saves every few words. If you were writing a message in a thread, go back to it and see if it's still there. If you were creating a thread, no am not sure. You could also press the 'floppy disk' or the 'save' button When you are wring a message to make sure it saves.
Basically what shadoe says. Every so often your message will auto save. If you want to come back later to work on something, use the save draft button that looks like a floppy disk. When you return to the same thread your post you were working on will still be there. There is no actual "retrieval"