I "think" yo can do it in the same way that image sequences are saved.
In your load dialogue append your file with .%04d.dem so your file will look like "yourdem.%04d.dem", "yourtiff.%04d.tiff" or "yourter.%04d.ter".
I know this works with bitmaps, not so sure about .dems or .ters. You could always convert them to tiffs anyway I guess.
Let us know if this works
Richard