The only time my saves have been corrupted, was
when the game "disabled my sound card".
The game corrupts the saves, so that it doesn't read them, even though the
files are in the OUTPUT folder.
You know they have been corrupted, when you go to load you game, and you
have no profile or games to load.
Make a folder anywhere on your computer called "C3 saves". Find the folder
you installed Commandos 3 in, then go to the OUTPUT folder, and copy all the
files in it, and paste them into the "C3 saves" folder.
If your save files get corrupted, just copy the back ups, and paste over the
files in the OUTPUT folder.
I recommend while playing, exiting the game and backing up your saves
regularly. This means if your saves get corrupted, you only have to replay a
short amount of the game.
Follow these backing up guidelines, and you can play the game with out
worrying about your save games.