Pro Cycling Manager isn't known for its stability, and most people have experienced a corrupted save game - which is a shame when you're 1 day away from winning the Tour de France ;) Luckily, there's an easy way to backup your save game.
First of all, you need to make a new shortcut for Pro Cycling Manager. Go to Computer / My Computer -> Your Hard Drive (C:) -> Program Files -> Cyanide -> Pro Cycling Manager. Inside this folder, find PCM.exe. Drag it to e.g. your desktop and select the Shortcut option.
You now have a shortcut directly to PCM. Right click your newly made shortcut and select "Attributes". In Destination, it should say something along the lines of "C:\Program Files\Cyanide\Pro Cycling Manager - Season 2009\PCM.exe". Now, add "-weeklysave" WITHOUT the " to PCM.exe, so it looks like this: "C:\Program Files\Cyanide\Pro Cycling Manager - Season 2009\PCM.exe" -weeklysave
Click OK and the game will now automatically backup your career after each week (in game). They'll be saved in Program Files/Cyanide/PCM/Database/WeeklySave. If you want to 'recover' a save game, move the backup of your choice to My Documents/PCM/Database/Solo/Name of Your DB.