Not sure exactly which 'Pro Expert' you have .. lots of 'Pro' models. If you can give me the first two characters of your device's serial number, that will improve my focus a bit. I'm guessing it's a GO 6200 or 6250 Pro, possibly starting with "ZA". If so, that will clarify things a lot.
There are a couple of ways to create, save and 'run' a route, but is model dependent.
Does the menu screen of your device include an option called "My Routes" as one of the options if you slide over to the right a bit?