I'm in the process of making the big jump from 2002 to MEP2008 and had the same issue. I'm not sure if workspaces were intoduced yet in 2006 but this is from MEP2008 help.
1. In the drawing area, arrange a drawing environment by moving, deleting, or displaying those toolbars and dockable windows you want to preserve for future use.
2. Click Window menu Workspaces Save Current As....
3. In the Save Workspace dialog box, enter a name for the new workspace or select a name from the drop-down list.
4. Click Save.