I opened a word document attached to an email message in my inbox. I modified
it a great deal and while doing it, kept on saving it. When I closed the
email and came back in again, the changes were gone.

How does this work? Isn't this misleading on part of word to behave in this
manner? Giving an appearance of saving a document while really not saving it?
Is there anyway I can retrieve what I did?

Please advice.