Savegame files are located at C:\Documents and Settings\All Users\Application Data\POPWWPROFILES\{profile name}\profile.dat.

Is there anyway to change it to another like D:\POPWWPROFILES\{profile name}\profile.dat.??

You could copy the contents to another folder of your own creation. Bear in mind that the game is going to expect to find the saved games in the folder they are now in, so renaming THAT folder, or moving the contents completely, may destroy the game's ability to retrieve them.
Cheers,
John

ok. Thats right. But then I have to back up the savegames to the folder of my own creation all the times. Another idea?

I don't know the purpose of creating this file you want---if I knew why you wanted to do this, I would be better able to come up with a solution. Unless it is on-line, many games are subject to some user edits. If this game is one of the latter, then the best place to go would be to the user technical forums or FAQs at the mfg's website. However, do not make changes to the game casually and without making a back of copy of the original unedited file.
Cheers,
John

Well. I am using Deep Freeze and I have partition C frozen. I cannot save data on C(not thawed).
Then I have My Documents, Bookmarks, profiles, etc. in partition D. I cannot redirect Document and settings to D because is a system folder. How to solve this question?