You might be thinking of the AutoSave feature.
The Autosave is a feature in Word 2002, Word 2003, & Word 2007 that does an Autosave for you, But, it only works when there is a sudden disruption of your program (ex. Power Failure, Program Crash). It doesn't work when you manually close out the program and don't save.
You can read more about AutoSave on Microsofts website. Here is a link:
http://support.microsoft.com/kb/107686