Where is my saved game file in GTA V.C. ?

Can anyone tell me where I can find my saved games in vice city so that I can burn them to a disc?If it helps any,the game is on my desktop and NOT in the program files.The reason I ask is because I desprately need to reinstall XP but I hate to lose all those wasted hours of my life,please help me guys.Thank you.

They should be in My Documents.

Thank you,thank you ,and thank you again sir.I'm sorry for such a noobish question,and I cannot thank you enough.