Index: src/org/openstreetmap/josm/Main.java
===================================================================
--- src/org/openstreetmap/josm/Main.java	(revision 1365)
+++ src/org/openstreetmap/josm/Main.java	(working copy)
@@ -29,6 +29,7 @@
 import org.openstreetmap.josm.actions.downloadtasks.DownloadGpsTask;
 import org.openstreetmap.josm.actions.downloadtasks.DownloadOsmTask;
 import org.openstreetmap.josm.actions.mapmode.MapMode;
+import org.openstreetmap.josm.actions.SaveAction;
 import org.openstreetmap.josm.actions.search.SearchAction;
 import org.openstreetmap.josm.data.Bounds;
 import org.openstreetmap.josm.data.Preferences;
@@ -36,6 +37,7 @@
 import org.openstreetmap.josm.data.osm.DataSet;
 import org.openstreetmap.josm.data.projection.Epsg4326;
 import org.openstreetmap.josm.data.projection.Projection;
+import org.openstreetmap.josm.gui.ExtendedDialog;
 import org.openstreetmap.josm.gui.GettingStarted;
 import org.openstreetmap.josm.gui.MainMenu;
 import org.openstreetmap.josm.gui.MapFrame;
@@ -339,11 +341,26 @@
                 }
             }
             if (modified) {
-                final String msg = uploadedModified ? "\n"+tr("Hint: Some changes came from uploading new data to the server.") : "";
-                final int answer = JOptionPane.showConfirmDialog(
-                        parent, tr("There are unsaved changes. Discard the changes and continue?")+msg,
-                        tr("Unsaved Changes"), JOptionPane.YES_NO_OPTION);
-                if (answer != JOptionPane.YES_OPTION)
+                final String msg = uploadedModified ? "\n"+tr("Hint: Some changes came from uploading new data to the server.") : "";                 
+                int result = new ExtendedDialog(parent,
+                                tr("Unsaved Changes"),
+                                new javax.swing.JLabel(tr("There are unsaved changes. Discard the changes and continue?")+msg),
+                                new String[] {tr("Save and Exit"), tr("Discard and Exit"), tr("Cancel")},
+                                new String[] {"save.png", "exit.png", "cancel.png"}).getValue(); 
+
+                // Save before exiting
+                if(result == 1) { 
+                    for (final Layer l : map.mapView.getAllLayers()) {
+                        if (l instanceof OsmDataLayer && ((OsmDataLayer)l).isModified()) {
+                            SaveAction save = new SaveAction(l);
+                            save.actionPerformed(null);
+                        }
+                    }
+                    return false;
+                }
+                
+                // Cancel exiting unless the 2nd button was clicked
+                if(result != 2)
                     return true;
             }
         }