In this movie I'll show you how to save a document to the native AI or Adobe Illustrator format. Take a look at the name of the document up here in the Title tab, it says 8-page newsletter.ai with an asterisk at the end of it. That Asterisk indicates that we have unsaved changes. You can update the file on disk in one or two ways. Go to the of the File menu and choose to Save command, which will overwrite the existing file. The thing is if you choose to Save command in the case of this specific file, you'll see this warning message.
Tutorial Optimized graphics with the tools in Adobe Illustrator CS6 Tutorial