How to put alert messages on changing screen access

Hi,

I have a small application. I have two features for instance, NEW and
SEARCH. When a user presses NEW, he’s supposed to enter around 14
entries
in the form. Now, let’s take he entered 8 entries and switches to
SEARCH
button. I want an alert message to be shown to the user that, if he
leaves
the page and doesn’t SAVE the information, the information entered by
him
will be lost.

How do I put this functionality in place?

Thanks,
Pragati