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I was wondering where the save files are so I could delete the game while saving them.
This question / problem has been solved by wormholewizardsimage
Dunno if this is correct, but try this:

<game folder>\Users\<your user name>\saved\

It looks like this has the save files for the campaign(s) and individual missions. You can drill down further to the \Saved\campaigns folder if you don't care to bother with the individual mission save files.
Try search at this location:

C:\Users\*your username*\AppData\Local\VirtualStore\Program Files\GOG.com\Arma Cold War Assault\Users\*your username\Saved

Me sure you enable "show hidden files and folder" beforehand, to access the AppData folder.
Post edited December 30, 2011 by wormholewizards
The question was kind of redundant in the end - it asks whether you'd like to keep saved games when you use the GOG uninstall file.
Thanks for your help anyway - wormholewizards they were where you said.
Ahh, I was going off the Bohemia Interactive version. Sorry about that.