Why can I not save as word in Pages?

Okay, so I have had the laptop for a year and generally know how to use Pages (exporting,etc) but recently I have tried to save my documents on my USB as a Word document, so I can access them in school. However, I will click Save or Save As and prompt the whole "Save copy as Word document". I do so, but once it has saved, I look and see that it is still marked as "Edited" as if I haven't saved it. This really worrys me because I DO NOT want to lose my data/documents. So does anyone have ANY idea what I should do?