What do you use? Are you just on the web? Or Tweetdeck or something else? I'll assume the web.
On your homepage, float your mouse over his tweet. A little star will show up in the top right hand corner. Click it et voila! Then, whenever you want to see it again, look down the panel on the right hand side of your homepage. There's links to your @replies, DMs, Favourites and retweets. Just click the Favourites link and they'll all pop up
Come back to me if you use Tweetdeck, but I wouldn't know about anything else.