I'm currently in the process of developing a Windows Application which produces Word Documents.
In the program there is the ability to save your progress (different to the "Save as a Word Document" option). This option "Save Current Progress" saves your progress, there is no user input, except the action of clicking the button (i.e. they don't have to specify a file location).
When designing the functionality for this button I researched other instances of "Save" buttons in programs. Most of them resemble floppy disks, and on clicking them there is no feedback (except the subtle visual cue of mouseover and click on the button itself). i.e. there is no alert window saying "you have saved" nor does the button change to signify a saved state.
The problem is that in my application this could be confusing. In Microsoft Word (for instance) it is the most natural thing to click the save icon and know it has saved, without any positive feedback. However in my application it confuses users and they say that they "don't know" that what they've done has actually saved anything. The icon is different to the Word one. It resembles a hard drive with an arrow pointing down onto it.
However, surely the thought process should be the same. I'm going to change the functionality so that the icon changes to that of a tick momentarily to give positive reinforcement that the status has saved, but I'm interested as to why the two scenarios differ so much.
Update
As per some of the suggestions here I have created this graphic to switch states when the user saves.