Add warning to make sure all applications are closed

wiki/src/doc/first_steps/persistence/rescue.mdwn

@@ -33,6 +33,14 @@ stick|doc/first_steps/persistence/backup]].
    password|doc/first_steps/welcome_screen/administration_password]], and
    unlock the Persistent Storage.
 
+   <div class="caution">
+
+   Make sure all applications are closed before continuing with these
+   instructions. Otherwise, the Persistent Storage might not be properly
+   rescued from your broken Tails.
+
+   </div>
+
 1. Choose
    <span class="menuchoice">
      <span class="guimenu">Applications</span>&nbsp;▸