Warning before quit

Question

does anyone know of any kind of application or modification you can do so that Safari will warn you before quitting? "windows are open, are you sure you want to quit safari?"

Answer 1

I will stand in the corner with a D hat on...
No need. This is a little confusing, I agree.
...and there is no action to choose to be executed upon pressing my new key combo.
I'm not quite sure I understand what you mean by this, but let's go back to the beginning.
1) Open System Preferences, click on the Keyboard and Mouse icon, and click on the Keyboard Shortcuts tab.
2) Scroll down to the bottom of the list and click on the disclosure arrow next to Application Keyboard Shortcuts to show what that section contains.
3) Click on the disclosure arrow next to All Applications. Is there a Safari item under it? If there is, it should look like this:
If you didn't actually add a keyboard shortcut for Safari, the Safari item won't be there, of course. And if you didn't get the key combination entered, you won't see it as it's entered in the screenshot.
If there is no Safari entry there at all, click the "plus" button again. This is what it should look like after you fill out the fields for this keyboard shortcut:
Note that you have to click right in the field next to "Keyboard Shortcut" and press the keys that you want, as you would press them when entering that to quit. In other words, if you want to use Command-Control-Q, click in that text-entry box and then hold down all three keys at once.
If there is a Safari entry there, but the entry in the Shortcut column doesn't look like my first screenshot or the keyboard shortcut is missing in that column because it didn't get entered, you can just click once right in that section (the spot under the Shortcut column) to edit the key combination. Click the spot circled in the screenshot below, and it will highlight a text-entry box there, and then enter the key combination you want.