This message is happening because since you opened the screen, something change in one of the fields, and Remedy is simply warning you that changes haven't been saved.
There are a few things you can do....
1 - Find the fields being changed, and set the 'Disable change flag' attribute to True
2 - Have an Active Link do a run-process of 'Disable-Change-Flag' (lookup the specifics of the command) after the field is being set, but before you are trying to leave the record
3 - Save the record before trying to close the screen.