I am 43 years old now, How do i save now for a pension, and at what cost, and who with ? any ideal . PLEASE?

I am looking to save money over the next 5-10 years, I want to live aboard, I work now in the uk. But have no pensoin, I want to start one now, but don,t no where or what would be the best one for me, I was thinking of say about 100 pounds a week, But then what if i fall out of work ? would i lose this money pay in ? Can some one please help me, Thank you David