What exactly do they mean by 'Save...'?

By Ser Laudicius Kane, in 2. AGoT Rules Discussion

This may sound like an idiotic question, but with certain character abilities, it states that you save such and such... But it states no cost. For example:

Viserys Targaryen; Response: 'Save Viserys Targaryen from being killed or discarded, then return him to his owners hand.'

Am i to believe whenever he is claimed through military, intrigue, character ability etc... and is sent anywhere other than outside of the game, that he is to be returned to the hand of the owner, waiting to be claim soaked the next round... AT NO COST!? If that is the case then he is way broken, and only very few cards can rid me of him (i only have core set and kings of the sea) Please tell me this is not the case, and if it is, what am i to do!? I switch between Stark, Baratheon and Greyjoy but almost ALWAYS lose due to this card, as my opponent only plays Targaryen and has an uncanny nack of drawing it upon setup. Please and thankyou all for any help, this is a masterful game and an amazing book series

A quick note: If he is discarded from your hand for intrigue claim, you cannot save him. This is due to your hand not being an "in play" -state. So yeah, the best way to get him would be to first do a military then hope you can hit him with an intrigue challenge to discard him.