When you're in need of some help, you should really use one of the already many NFS:UG2 threads.
But anyways I believe you should be able to find your save game here ->
C:\Documents and Settings\"Your Computer name"\Local Settings\Application Data\NFS Underground 2
Had that prob also but there is a readme file in the game anyway here it is
NOTE:
Saving your profile saves your game progress. When you make a save game,
you are saving your progress in Career Mode, the number of cars,
car upgrades, and tracks you have unlocked, and any modifications you
have made to your cars.
The final game save directory is located at:
\Documents and Settings\PC Login ID\Local Settings\Application Data\NFS Underground 2
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