You have just told the Slide Show Accessory to exit or to open a new slide show file, but you have edited the current slide show file without saving your edits. For example, you may have moved a photo, edited a slide title, deleted a slide, or toggled the hidden/visible status of a slide.
If you select the Yes button, the Slide Show Accessory saves your edits to the current slide show file before proceeding. If you select the No button, the current slide show file remains as you last saved it.