Gears of War Save Data Loss

This has happened to me twice. The game will get stuck on the loading screen.
Since the loading screen steels focus from everything when i crtl+alt+del to
bring up the task manager i cant see it because the loading screen constantly
blocks the image (I know its there because it will flash and whatnot) so i am
forced to restart the machine. This is not however the problem I and trying
to resolve. When this happens all my save data is gone, no checkpoints, no
completed chapters, no tags, all gone. I assume since i have thurally looked
through it i cannot get this data back from my live gold account. Since
Microsoft is not storing the data I assume it is on my machine. Where does it
reside, I have tried a few places (my docs, etc...) but am not sure what is
stored where. I would like to do back up of the data before I play from now
on to avoid repeating things over and over.