So, Lee, it sounds like you started with a Mega file and added some routing features (start, end, some stops...) and then picked some pushpins that came with the Mega file, opened or showed them, and then went to close the file. Do I have that right? If you did something else, please let us know with as many specifics as you can muster.
If per above, what you have done in effect is to modify the Mega file, but not necessarily permanently, with your route specifics. There is nothing inherently wrong with doing this. You can simply accept the prompt and come up with a new file name (Gulf Shores.est, for example) and save the file as that. What you will have done is expanded the original Mega file to include your route specifics and made the Mega file (very) slightly larger. You can now use this new EST file for your route. You will not lose your original Mega file, it will still reside on your hard disk unsullied by these latest route specifics and with the original name.
And, yes, you can access all the down-the-road Mega-file features as you go along by just unhiding the pushpin sets that you are interested in if you have done what I describe above.
If you have anal tendencies and do not want all the Mega file pushpin data that is irrelevant to your trip, say Walmarts in California, you can delete those in this newly-created file. While this will take a little time to do, it will reduce the file size and may speed up the response times of S&T in the car. If you don't know how or can't figure out how to do this, let us know and it can be explained to you.