We integrated Sharepoint 2010 with RMS, I don't want the users to be able to "Save As" a document to their local computers. How can I disable "Save As" button on documents?
Try to grant your site users the "Viewer" permission which will not allow downloading documents from your site. You can apply this permission at the document library level or just for the specified document by stop the inheriting permission button from corresponding permission settings page. here is a detailed explanation: http://office.microsoft.com/en-us/windows-sharepoint-services-help/permission-levels-and-permissions-HA010100149.aspx
The other useful option will be change the default open document behavior from "Client Program" to "Web Browser", you can do this in the Advanced Settings of your document library. reference link: http://technet.microsoft.com/en-us/library/ee837425.aspx
You can leverage Information Rights Management (IRM) to protect your content from floating randomly around outside your SharePoint document libraries.