If Fiddler is saving a log and the user clicks on the close icon [X], the log is lost. This happens with large logs that take time to process. Also, a user can close fiddler without saving their session. It would be nice if it prompted them to save the current session. I have lost key logs because the user had a bad day performance wise and is rushing out the door.
Click Rules > Customize Rules.
Uncomment the following block of code in the script: