Last night I was mucking around with the particles properties and I noticed that when I made a change (for instance change the speed from 200 to 400) it prompted me to save. Once saved, if you hit undo it doesnt then prompt you to save again - infact you cant save it at all unless you save it to a new file location.
The steps are,
1. Change a property of the particles
3. Hit Ctrl z
4. Notice you cannot save now
I apologise if this has already been fixed in the last couple of versions, Ive been using the latest stable build.