so I guess you shouldn't send BTC and immediately close the client or it might never start getting confirmed..?
The client will notice that it isn't getting confirmed and will eventually (e.g., in a half hour or less) rebroadcast the transaction. It will keep doing this (checking and sending about every half hour) until it does eventually get confirmed. Obviously, if the program isn't running it can't perform this check. But you'll never lose this transaction ... with the exception where from another copy of the same wallet you might end up doing a double spend of the coins that this poorly transmitted transaction was also using.