when you say you saved it as mysite.master, did you add the file by uploading it to sharepoint Master Page Gallery? once uploaded did you publish on the Master Page Gallery?
Site Settings -> Master pages and page layouts
now you can click the upload button to upload your mysite.master file,
othewise you can map your drive which makes your life alot easier!!
Map a network drive to the SharePoint 2013 Master Page Gallery
http://msdn.microsoft.com/en-us/library/jj733519.aspx
full masterpage edit
http://msdn.microsoft.com/en-us/library/dn205273.aspx
for further reading:
How to: Apply a master page to a site in SharePoint 2013
http://msdn.microsoft.com/en-us/library/jj862339.aspx
if thats too confusing follow these step by step guide on 2013:
http://blogs.technet.com/b/tothesharepoint/archive/2013/04/03/stage-6-upload-and-apply-a-new-master-page-to-a-publishing-site.aspx
EDIT
now i know you have that than you must be missing an active feature that you havent enabled for custom layouts:
Do you have MOSS or WSS? Because if you have WSS you can't create
page layouts. Page layouts are a specific function of MOSS that is
enabled when the publishing feature is activated. If you have MOSS
you can enable publishing on the site. To enable publishing on a MOSS
Team Site you'd have to do the following:
1) Click Site Actions > Site Settings from the top level site in the
site collection
2) In the right column called Site Collection Administration click on
Site collection features (if you aren't a site collection admin you
won't be able to do this)
3) Find the option for Office SharePoint Server Publishing
Infrastructure (or something close to that) and click to activate the
feature.
4) Once the publishing infrastructure has been activated on the site
collection you'll need to activate it for the site itself. To do that
go to Site Actions > Site Settings and click on Site features in the
site adminstration section (should be 2nd from the right).
5) Find the option for Office SharePoint Server Publishing and click
to activate the feature.
Pubishing will now be enabled and you can create custom layouts on
this site with SPD. However, like I said if you don't have MOSS all
you'll be able to do is create pages. You can style pages similar to
page layouts, but from a functionality perspective they are very different.