Windows is definitely getting better, but it still has some (large) flaws, that can do things like make you lose your work if you haven't saved.
At least losing something like that (and getting you so pissed off) should make you remember to save in the future (as everyone's said). I've found that when I do something really stupid like that (no offense, I've lost a ton of work before that same way).. I tend to save right away/turn on autosave in word/whatever... I also get in the habit of hitting CTRL-S (or :w in vi
) every few sentences.... of course, I'm a nerd.. auto-save may work for you