Peter:

To make sure that Excel prompts you to save ANY changes to the file, delete
the "Me.Save" line in the code previously offered. Change
Worksheets("Data") to be the name of your worksheet. Try the following code
(make sure it is in the "ThisWorkbook" module):

Private Sub Workbook_BeforeClose(Cancel As Boolean)
Dim wsData As Worksheet

On Error Resume Next

Set wsData = Worksheets("Data")

With wsData
.ShowAllData 'Needed in case Advanced Filter is used.
.AutoFilterMode = False 'Turn off AutoFilter drop-down arrows.
End With

'Display the unfiltered worksheet while
'the Save dialog box is being displayed.
Application.ScreenUpdating = True
End Sub

--
Regards,
Bill Renaud