OK, here is your answer. There is a single file that contains the information for all saved games. It is in "The Crystal Key/Content/gmsv.tab" file. Depending on how you installed the game, your top directory may have a different name.
When doing a re-install of the game, the setup program apparently looks for gmsv.tab and will ask if you want it saved or deleted.
This game will play from WinXP but with glitches. The color has trouble staying in 16-bit mode when finishing a movie but will shortly return to 16-bit. Quicktime is used and if you have a newer version than the game uses, you can't use Win98 compatibility mode unless an older version of QT is installed. With QT7, it does not seem to make any difference on my system if video is in GDI only or DirectX mode.