Saved games for alot of games are actually Located in My Documents, some games like COD 2 are in the actual game installations, and for other games like F.E.A.R there in documents and settings\all users\Documents.
I should also of mentioned, that he could just crate a Data DVD and paste the whole contents of the installation directory onto DVD/CD including the saves, so when you have re installed windows ever or need to re isntall the game, just uninstall it, and paste the directory, some gamer require registry entries though and this wont work, from what i have seen, after a re install of windows, games that are still on the drive in a different partition work even withought been installed, the games that i have found work are, GTA SA, Dreamfall - The Longest Jounrey, Dark Messiah - Might & Magic, Star Treck - Legacy, Guild Wars, Oblivion, Need For Speed Carbon/Mw, Need For Speed Underground 1/2, Splinter Cell 2, Morrowind and litrally most games out there, but games like Unreal Tournament 2004 require registry entries.