No worries mate! Yes it is indeed close to Gstaad. You cannot ski from saanenmöser to gstaad right away but the slopes from both places should be covered with the same ticket.
I'm a snowboarder since I'm eleven so I did both for some time. Since boarding is not the "cool thing" to do anymore I'm even more into it:) great a fellow boarder! Or should I say a Snööber (swiss slang) haha!
Cheers and have a nice day too!