Go to Mathematica help and type the search term "pausing calculation." This should bring up a link called "Stop a Computation". If you scroll down you'll find a discussion on Interrupt Evaluation.
What I've also done is to save my work using Mathematica functions such as DumpSave[] and Put[]. This allows you to save the full definition of a symbol, which can be very long. You can use it to carry out very long calculations which, for practical purposes, you have to interrupt and continue later.
