Photoshop CS6 "Save as" problem?

I have a new problem with Photoshop CS6. If I open a file using Camera RAW, and process it as usual, CS6 doesn't want to save it the way it used to. I don't know if I changed something by accident or not.

Here's what happens now: After opening from ACR to CS6 and completinhg all of my work, I choose "Save as..." The save as window opens showing the file name and format. The default format seems to be .PSD. I use the drop down to select .jpg. The file saves normally as a .jpg. When I go to close the image from, I get a new prompt asking, "Save changes to Adobe Photoshop document DSC_xxxx.NEF before closing?

I looked up at the file name in the bar above the work space and noticed that it does NOT change from "DSC_xxxx.NEF" to "DSC_xxxx.jpg" after I have saved the file as a .jpg, but it always used to do that. This adds a few extra steps when closing a document and it really slows me down.

In fact, I wouldn't swear to this, but I think it used to save to .jpg by default, without me specifying this.

I don't see a seting in the preferences for what to use as the default file format for saving, so I don't know where to change it back.

Any ideas?

Thanks in advance.