Why would you want to do that ? You're just wasting space. As long as the format is not lossy, there is no advantage in saving uncompressed files.
Anyway, if you want uncompressed, you save as BMP. Just Goto File | "Save As"... and change to the format you want. If you want lossless, and yet compressed, you can try compressed TIFF.
Note : Lossless is not the same as uncompressed. Don't mix them up.