I'm assuming you are using the Bivariate platform (accessed interactively via Fit Y By X). The platform allows you to fit multiple curves to your data (each curve has its own red triangle). So the message needs to be sent to the curve not the platform. If you are doing that already, maybe you are missing the parentheses:

dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
biv = Bivariate(
Y( :height ),
X( :weight ),
Fit Polynomial(2)
);
biv << ( Curve[1] << Save Residuals );

-Dave