Shutdown loses unsaved OOo document changes

[Colin Law]

As a recent convert to Ubuntu from Win I have a question regarding
shutdown on Ubuntu 8.10.  If I have unsaved changes in OOo document or
files in jEdit and I perform a shutdown then it appears to kill the
applications without giving them a chance to ask the user whether to
save their changes.  Is this something that I can do anything about or
do I just have to be careful when shutting down?

Colin