This may not be the best place to put this, but for some reason when I hit m (Material Editor), it has the Error, wanna save? screen. I don't know what I did to make it do this, but it worked fine the last... 3 years I have been using it!
I've had the same problems, but i never really thought about fixing it because:
1 - I reformat often enough so the problem doesn't last more than a few weeks
2 - I rarely open RenX
but...
you can try repairing or reinstalling RenX/Gmax.