Hello, At my local they said that say if you wound with a weapon that does 2 damage instead of making just one save you make 2, one per damage. Is this correct? I've had a look through the handbook and errata and can not see anything about it
Yes and no. It goes like this: To hit To wound Save roll Damage Special save. So your normal save is against the wound rolls. If you fail and damage is determined, then you roll separately for each point of damage.
You save the attack only once, with the save of the unit, modified by the rend of the weapon. If you fail the save, you take 1 or more wounds (it depends from the weapon). If you have an ability that let you ignore wounds, then you roll separately for each wound taken.