Note -- it isn't a problem with only Windows, it's a problem with almost every clock.
Windows for PCs has a dialog box where you can set time and date. No unwanted questions like „Save changes?”. <- OK
Windows Mobile has a similiar thing. There would be no problem with a simple confirmation dialog. BUT! The clock will continue ticking while it's waiting for your answer, and it's impossible to set the time exactly everywhere
And I have a small clock. I can set the time with the set button, certainly. But if I set the time to 15:00 and don't apply it, it will start ticking. And I need to press the set button 3-4 times to save it. Annoying, huh?
Microsoft can't fix the problem with my little clock, but please remove this unwanted confirmation dialog in the next version of Windows Mobile!