When in Crusader multiplayer lobby, click on the small '?' on the panel, where you set the gold for the human/computer player. A second panel pops up with numerous options, such as Strong Walls, No Rush, etc. Click on the 'Autosave' button to change its frequency or completely turn it out. You have the options: 5 mins, 10 mins, 15 mins, 20 mins, 30 mins and off. Be wary that you cannot alter the autosave once the game has started.
Right above your post, there is an answer on how to set autosave.
Your option stays permanent during the game - you can't turn it off or on, nor can you choose its duration anymore. One possible strategy is to either set autosave to the maximum, or turn it off and save manually (you can do it the same way as if you played a regular skirmish).