Close and go back to the list of pages or posts.
This is a common feature on most CMSs (Joomla, for example). If you simply abandon the changes and go back to the list of pages/posts in WordPress, the next time you open that post/page, you are presented with an autosave warning containing the very post/page you were trying to abandon.
If WordPress wants to play with the big boys, it needs to add some of the features that the big boys have.