I'd say it depends on what you want to accomplish. If you just want something to fall back on for the previous turn, just use the quicksave feature, it works great.

If not and you honestly want a save for every turn, then you're stuck with doing the alt-tab tapdance and manually making saves, or if you can do what hore-tore said and code up with a little memory resident program that'll do it for you. Good luck either way.