You can't save the devout pelt. There is a glitch that lets you keep it, but if I understand right, you can't save the spell data for it so you have to get it every time you log in, similar to the red crying idol pelt. I've never done it myself and so I'm not really sure how, but I'm pretty sure there's a blog somewhere that explains it. Hopefully someone else can tell you, because I don't even know where to look.

I did download it, and put it in the folder.... but nothing did change D: