I just watched my son learn to fear the computer

When kids are young, they have no fear of computers or anything else. My eldest, when he was 2.5, knew how to detect what OS he was running (I dual booted Win2K and Win95 at the time), remember which OS his games needed, reboot, choose the non-default OS from the boot menu and start his app like it was the most natural thing in the world. Even though he couldn't read, he learned all of the functionality of the app by choosing all of the menu items and pressing all of the toolbar icons just to see what they did. He had no fear.

Tonight, my youngest was working in Word, writing a paper that's due tomorrow (of course). After he was finished digging through the thesaurus on the right-hand side, he wanted to close that part of the window, but accidental pressed the X to close the document he was working on (which, of course, he hadn't saved). When he was asked if he was sure, he thought he was being asked if he was sure he wanted to close the thesaurus, so he pressed "Yes."

The moment his document disappeared is when he learned to fear the power of the computer to throw away his work.

What did he do wrong? How do I explain it to him? What did we do wrong as an industry to teach my son to fear a tool meant to help?