kiang,
It is a nice thought, but every initiative to firmly establish the species in a zoo environment has failed. The Koeln Zoo was the most advanced in this respect untill predation took its toll on the female breeders. The reason it is so difficult to maintain in captivity is the species is notoriously nervous and to limit stress is a definite factor to take into consideration before establishing a new colony.
Moskva Zoo imported Saiga in late 2006 I think. The group has just started breeding. Saiga tatarica tatarica are at Askaniya Nova in Ukraine and several other wildlife breeding farms, e.g. Centre for Wild Animals, Kalmykia (all Central-Asian race). Saiga tatarica mongolica are at captive centers in Mongolia (since 2006-2007) and Wuwei Endangered Wildlife Breeding Center (since 2001) in China.
In a separate development several US zoos have started a conservation programme with an intended captive component in the US. This should start in 2007.
So, perhaps your prayers may be overheard .. somewhere. If the UK will become involved it is best if several zoos partner on it, especially those with an Eurasian animal theme to them.