First, for reference, TextWrangler does *not* automatically 
_save_ changed documents (i.e. it does not modify their files 
on-disk); instead, TextWrangler will automatically (and 
separately) _preserve_ the contents of any changed documents 
when you quit and _restore_ those changes upon relaunch.
If you instead wish to have TextWrangler ask you whether to 
actually save or discard changes to each document, you can make 
it do so by turning OFF the option to "Restore unsaved changes" 
in the Application prefs pane.
Regards,
  Patrick Woolsey
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Bare Bones Software, Inc.             <
http://www.barebones.com/>