There is one excellent third-party Fireworks auto-save (Auto Backup) utility, which you may download from here:
It requires Adobe AIR, and installing and setting it up is easy!
You can use it with Fw CS4 and CS3. It will make an auto-save copy of the files you work on, in specified periods of time -- for example, every 10 minutes.
If you have any problems using or setting up this Auto Backup utility, please, post again here, we'll help!
I was using this Auto Backup for some time, and it worked fine for me!
This is a timesaver! I use it as well. many times I get so involved for hours and forget to save.