Yes, Save a Copy As only works from a single user file or from the host session--not a client session.
There are other ways to limit access and to limit the records downloaded to a mobile device.
One method is to use Import Records to import a found set of records from the hosted machine to a file on the mobile unit. But if you have a good wireless link to the database for yoru users at all times, you need not go to this extreme. You can just use security settings to limit which records are accessible to a given user.
If you want to experiment with security settings to see if this works for you, See "Editing record access privileges" in FileMaker Help and check out this particular sub section: "Entering a formula for limiting access on a record-by-record basis" for a detailed description of how to set this up.
That's what I figured about the Save a Copy As step.
Concerning the wireless link, I wish we had that. That would make my job a lot easier and it's good to know about the "Editing record access privileges" for the future when we do have a wireless link at all times.
I'm going to look at another way to get the records into the mobile file. Thank you for the ideas.