File/Close automatically saving changes without prompt
 

In Excel 2003, when we close a spreadsheet by going to the File menu, then
Close, the file is automatically saved (with all changes) without prompting
the users first. Is there a setting to change this so that users can be
prompted if they want to save changes? If the spreadsheet or Excel is closed
by using the "X" buttons (upper right), we do get prompted to save changes.
Thank you.