Confirm Record Changes not working...(2003 mdb now in Access 2010)

I have an MS Access 2003 MDB file I am now using in Access 2010.

I have several forms.  When the user leaves the form, I would like access to ask if the user wants to save changes or discard them.

In the Options-->Client Settings--> Confirm, the Record Changes is Checked.

Currently chagnes are saved, but NO confirmation.

Thanks.