Show message that mapping settings must be saved after changes.

I had this idea as well a few weeks ago. I even started to work on a patch. In my version of the patch the mapper you change configuration for got a star attached as an indication which mapper you changed config for.
I hope to take a look at your patch in a few days and eventually merge it my work-in-progress patch. (I don't have the patch within reach right now.)

Patch review

I've tested your patch in #3 and one thing I noticed the message disappears as soon you click to the wheel for any target configuration. The message reappears when clicking the "Update" button, but not when clicking the "Cancel" button. I think it's better if the message stays until you click the "Save" button.

Message proposal

In my original patch (not posted here) I had the message set to

* All changes are stored temporarily. Click Save to make your changes permanent.

This is the same message as what is used in Views. I had done this to reduce the amount of strings to be translated.

However, I think "All changes" is not very explicit in the context of Feeds, so I now I have changed the message to

* Changes made to mapping configuration are stored temporarily. Click Save to make your changes permanent.

New patch

Instead of using drupal_set_message(), I added a form markup entry that only appears if $form_state['mapping_settings'] is not empty. This variable is set in feeds_ui_mapping_form_multistep_submit(). This way, the message doesn't disappear while changing other target configurations. Additionally, a star is added to the target name to indicate which target config changed. See also attached image.

Adding a <span> around the asterix is a nice one. Then the asterix gets a brown color (as set in system.messages.css).
Now that the issue is still open, I wondered if the term "mapping configuration" is right as the column in which you set such configuration is called "target configuration". Maybe we should rename it to "target configuration" in the warning message?

I changed the warning message to "* Changes made to target configuration are stored temporarily. Click Save to make your changes permanent." and added the span-tags around the asterisk as suggested in #8.