To backup your savegames, just copy all the *.SAV files inside the OUTPUT folder to another place. Reinstall the game and then restore the *.SAV files.
And for all of you who encounter technical problems while playing SINP, I have two more proposed solutions:
1) Replace the SINP Comandos.exe with the file inside this archive: sites.google.com/site/belcommandos/Home/CommandosUltimateFix-SINP.zip
...and if it still doesn't work...
2) Install Microsoft's Virtual PC 2007 (with Windows 98) and then install SINP on the virtual machine. I know, that's a big effort - but it's the last thing I can think off to solve the incompatibility problem.