Rails doesn't know about the state of a form until it is submitted, but you can add a pinch of javascript to help in that case.
$('#header > a').click(function(){
$('input').each(function(i){
if ( $(this).attr(value) != '' ) {
if ( confirm('are you sure you want to leave this form unfinished?') != 'true' ) {
alert('quitter!);
}
}
});
});
edit: Okay, so that only handles header link clicking (like you specified in your question), here's a solution that uses onbeforeunload. Full page source because I tested it out to make sure I'm giving you something to build on:
<html>
<head>
<title>Foo</title>
<script>
window.onbeforeunload = function(){
var inputs = document.getElementsByTagName('input');
var unfinished = 'false';
for (var i=0; i<inputs.length; ++i) {
if ( inputs[i].value != '' ) {
unfinished = 'true';
}
}
if ( unfinished == 'true' ) {
return 'Are you sure you want to leave?';
}
}
</script>
</head>
<body>
<form>
<input name='foo'/>
<input type='submit'/>
</form>
<a href='/'>Leave</a>
</body>
</html>
Of course this isn't a Rails-specific helper, but you could write your own helper to spit out a script tag with something like this in it into your views. You'll probably also want to put form-specific checks in rather than just checking every input for emptyness. Every form I've ever made was a beautiful and unique snowflake in some form or another.