There's really no one way for all games, most place their save games in the install folder, for those that don't try looking in your My Documents folder.
If you have the specific name of your games - maybe someone here can help you locate them (for both operating systems).
In general it's a fairly straight forward process. Copy the saves to a diskette or USB stick, and transfer them to the new PC (under the save location for Vista - which may, or may not be different).
BigFish support is pretty good at responding - you might email them to see if they can provide the locations for you.