I have just upgraded my system from Windows 98 second edition to windows NT 4, and all of my saved games disappeared!! And my super melee teams reset. But the files didn't erased.
The location of config data is different between Win9x and WinNT. On startup, the console screen should show (briefly) where it's expecting to find its savegames, etc.; simply move your savegames from their "old" location to the "new" one and you should be all set.
So if you play the game and your brother played the game, and your uncle played the game, and your dog spot played the game, everyone could have there own save games/settings/etc. With only 10 save spots, they could be used up quickly.