I totally disagree; the OSX box is even more confusing. The problem is that you are performing two actions at the same time. First is closing the file and second is saving he file. For the box to be clear both issues have to be clear.<p>TextEdit:
<i>Save</i> - Clearly this saves the document
<i>Cancel</i> - I think this cancels the save, but does it close the file too? Not sure.
<i>Don't Save</i> - Ok "Don't Save", but then what? Does this close the document or is it the same as Cancel? Wait, I'm not 100% sure what cancel does.<p>The WordPad message is a little clunky because you have to read what the box in order to know you are saving. However, once you read the box <i>Yes</i>/<i>No</i> is very clear, <i>cancel</i> still leaves a bit to be desired.<p>If you really want to be clear the buttons should say:
<i>Save</i>,
<i>Abandon changes</i>,
<i>Go Back</i>