Options window

Being a non touch typist - meaning I am invariably looking at my keys when I type - sometimes I forget to click the chat thingi first before I do so and start furiously typing away and eventually I hit an o and from the corner of my eye I see a window pop open (its the options window yay) so I go to close it and there is 2 choices, to save or not to save.

I dunno what I have done when furiously typing to no avail - so I click don't save - then I notice this choice is actually greyed out and I cant click it so the only way to exit that screen is to click save (to whatever I did) It did this twice on me yesterday (I am a slow learner heh) Is this a glitch?