No "Save prompt" on closing Excel

They say it's only easy if you know the answer, but I've never come across this before...

Can anyone help me with this probably easy function!

I'm running Excel 2010, and when I click on the X button to close the application, it automatically closes without giving me a save prompt beforehand!!! I normally save prior, but sods law, on the one occasion I don't, then I've lost the changes to the workbook as it didn't prompt me to save changes prior to closing!

Can anyone help in getting this function back on? (It did work in the past, but I can't for the life of me think what I've done to disable it!)

Many thanks in advance

Kev.