There are apps that will autosave from time to time but Windows doesn't provide a native solution. You may want to write an app that resists shutdown. Here's an example.
Armed with this code you can extend it to only do what you want. Of course if you hold the power button you can override it again.
I want a way I can make my computer force me to close programs at lo gout instead of automating the process because I have a habit of logging out when I have something important up. Does anybody know of a way to make Windows tell me to close programs before logging out or shutting down?