Problem loosing data on windows shutdown

I lose the data created or modified by my application if the application
is
not closed prior to shutting down windows.  My application consists of a
button bar which is the main form.  One of the buttons on the main form
calls
a data entry form.  When I close the data entry form, I post all changes
and
close the data tables.  I find that I lose all the changes to the data
if
Windows 95 is shut down while the applications main button form is still
open, even though the data entry form is closed and all the data tables
are
closed.

The only way to save changes is to shut down the application before
shutting
down the computer.  Can anyone help me?