Puoi provare cosi...

codice:
<HTML>
<HEAD>
<SCRIPT>
function closeIt() {
 changes = false; 
 if (prevNome != document.getElementById('nome').value) changes = true;
 if (prevCognome != document.getElementById('cognome').value) changes = true;
 if (changes) {
  event.returnValue = "Hai fatto delle modifiche.";
 } // if (changes) 
 return true;
}
</SCRIPT>
</HEAD>
<BODY onbeforeunload="closeIt()">

<form id="f1" action="test947.html" method="post">
Nome :<input type="text" id="nome">

Cognome :<input type="text" id="cognome">
</form>
<script language="JavaScript" type="text/javascript">
<!--
prevNome    = document.getElementById('nome').value;
prevCognome = document.getElementById('cognome').value;
//-->
</script>

</BODY>
</HTML>