If you have a particular planet that churns out ships, you're better off just altering the ship construction rate of the planet itself by editing the savegame file (thread on the board here). Makes the game so much fun having everything take 1 turn to build, even with larger invoices of multiple ships.
Also, do you mean right click->relocate fleet? (you need a naval base with upgraded docks at the planet you want to permanently move a fleet to.
so that means i have to colonise it first then get a naval base, then how do i colonise when my ships dosnt stay there???, wish ther was some tuturial and wud someone explain in detalis how to modefy savegame, bekaus i kinda sime to not to be able to do it