Next time you’re working with a document that can be saved (i.e. e-mail, word document, photoshop image), take a look in the upper left hand corner of the window. As usual, you’ll see these red, yellow, and green buttons:

You probably already know that red closes, yellow minimizes, and green resizes – or zooms or maximizes, depending on the program.
What you may not have noticed is the red dot will contain a smaller black dot when the document you’re editing can be saved:

Moral of the story: when you see the dot, SAVE YOUR WORK!