Login to PubMed and first run your search.
Once you are satisfied that your search is retrieving the kind of information which you need, click on the save search link in blue which appears below the search box.
Sign in to My NCBI
Give your search a name which clearly indicates the subject, and click save.
Decide whether or not you would like to receive email updates on the subject and specify how often the search should be re-run, the format in which you wish to receive the results, and limit the number of references sent.
Remember that you can later change all of the settings, or cancel the search.
Even if you have not arranged to have updates emailed to yourself, you can repeat one of your saved searches at any time.
Login to PubMed and sign in to My NCBI
Open My Saved Data
You may want to create a bibliography, which will automatically list references in the PubMed citation style. This has been created in order for authors to keep a bibliography of their authored works, but it can be used for other types of bibliography.
Sign in to My NCBI
Open PubMed and run a search, selecting the items you wish to include in your bibliography. If you do not select items, all of the results will be included.
Click of the Send To drop down menu on the right hand side.
Select My Bibliography , and the number of items will be mentioned.
Click Add to My Bibliography, or you have the opportunity to make changes to your selection now.
The items will be saved at My Bibliography or Other Citations.
Later, by opening My Saved Data, you can add or delete items, sort , and print.
Other references such books, chapters in books, presentations or meeting abstracts can also be added manually, by using My Bibliography templates.
This is not part of My NCBI, but it is included here because it is also used to save searches in order to keep you up to date.
RSS (Really Simple Syndication) feeds enable one to receive updates as and when changes are made. The search results can be read on an RSS newsreader or aggregator. Examples are My Yahoo, Google Reader. Every time you visit your RSS feeder, you will see updates to your search.
Open your preferred RSS feeder
At the same time in another tab, or another web browser, login to PubMed, and perform a search.
Click on the 
RSS feed link above the search bar. A few settings ( name and number of references displayed) can be made and then click on Create RSS
Right click on the XML button, and Copy Link Address.
Open your RSS feeder and paste the URL link into the subscribe form.