I have played for several hours and hate to lose my progress. Is there any way that I can continue the game without losing my progress?
I guess I'm not understanding you. I thought you were unable to load any saves, which suggests they were never made in the first place -- or were automatically deleted by your OS or antivirus.
If I have to re-install the game in a different location, will the Documents folder be one of my options when it comes to installing it?
You'll probably have to browse for it.
but to run it in ADM it asked for a password and I don't remember what my password is.
You should probably see if you can find your password somewhere. Is it possible you never made one? If not, see if it will take a blank password.
Are you using XP or Vista or 7?