I will give an example with Plants vs Zombies.
I recommend that don't use this tips until you finished the game . Because you wont enjoy it fully, try your best to pass the game without this tips. Using this tip only in Vase breaker puzzle.

With Win 7 or Vista
1. Go to Control Panel and go to Folder options .
2. Go to view tab and if you see the "Show Hidden files , folders , and drives ," , unchecked , check it.
3. Copy all the file in userdata folder (C:\ProgramData\PopCap Games\PlantsVsZombies\userdata) to another folder (eg. backup or save). The file user.dat or user1.dat is profiles in game. Do not share this file with your friend if you don't want your friend lost his/her profile :D.
4. If you failed the mission in game, go to your save location to copy back all file to userdata folder.

Do the following only you have Windows xp
1.) Extract this to the userdata folder where your plants vs zombies is installed .
Usually its installed in :
C:\Program Files\Popcap Games\Plants vs Zombies\UserData.
2. Do copying all file to your save location.
3. Copy back userdata folder if you want to load your game.

This tip can apply for many games from BFG.

Read my review about Plants vs Zombies.