It was pointed out that my reply may not have been entirely clear. I'm sorry about that.
Usually, there are two steps to a save system, collecting the data to save, and then writing to file. The collecting shouldn't take too long (depends, of course how much data you have to save, but this should be fairly minimal) Writing to file, however takes considerably longer.
For a standard menu-based load/save system you could do both of these one after the other and would hardly notice... I mean, it takes a while to save, so what? However, for a quicksave system, one thing you do not want is for the game to pause for a second or two when you hit save. To achieve this, the best way would be to collect the data as normal, when you press F5 or whatever your chosen key is, which should go fairly un-noticed, then start a background thread to write the savedata to file. As it's not in the main game loop, it shouldn't affect the normal gameplay and everything should happen smoothly.
There's a lot of 'should's there. One issue is that, when working with threads, you don't have two threads changing the same data, which could lead to crazy stuff happening, or threads waiting for other threads to release data, which would lead to locks, causing more freezes than the initial problem.
Anyway. for this reason, quicksave is a little more complicated than a standard save system.
And, while I remember, I should mention loading. There are currently no loading screens (this, again, would probably need a background thread...) so you would get a significant pause when "quickloading" which might not be ideal, although if you showed a prompt, I guess it would be better. The main issue with loading is clearing the "world" and resetting it to the exact state you want it in before.