From OHRRPGCE-Wiki

This is the quit menu, gotten to when you choose "Quit Editing" from the Main Menu, or by pressing Escape at the same. Statistically, this is the least frequently used Menu in the whole of Custom, as no one in their right mind would ever want to quit editing their game!

[edit] Continue editing

This will take you back to the Main Menu without saving or quitting. Pressing Escape will do the same thing.

[edit] Save changes and continue editing

This will save the changes you have made to your game, but will return to the Main Menu for more editing.

Note: You should save often, in case some unknown bug eats all your data, and lays eggs in the root of your Hard Drive. Or, maybe, the OHRRPGCE will crash and you'll lose all your unsaved work. Either/or.

[edit] Save changes and quit

This will save your changes, exit the program, and bring you back to Linux/Windows (or maybe DOS, if you're on an older PC (but hopefully not!)).

[edit] Discard changes and quit

This will erase any changes you've made and quit Custom. You will have a second chance to confirm in the unlikely case that you accidently chose this option. If you start making some changes, and decide that you didn't actually want to make them, this is the option for you.