Torchjockey: Since you can't quit without saving (right?), I wanted to know if there was a way to back up your saved game. 
  Besides the excellent other solutions in this thread, here is a simple .bat file collection that works in XP without the need for parameters or other input. Copy them into your PLAY directory and link to them from your desktop.  
 There are 3 .bat files: 
 STACK.BAT copies your in-game SAVE onto a stack of SAVEn directories (7 deep). Run it after every in-game SAVE. 
 RESTORE.BAT copies the most recent SAVE back into the PLAY directory. Run it if you die. 
 UNSTACK.BAT copies the entire stack back one level, losing the most recent SAVE. Use it if RESTORE.BAT doesn't take you far enough back.  
 echo on 
 REM STACK.BAT 
 REM 
 REM STACK.BAT is a Windows XP BAT file to save the current play state of 
 REM StarFlight by stacking it into the series of subdirectories SAVE...Save7. 
 REM 
 REM StarFlight keeps its SAVE state in its .COM files in its PLAY directory. 
 REM Keep this .BAT file in the PLAY directory, and keep a link to it on your 
 REM desktop. 
 REM 
 REM Get into the habit of running this BAT file each time you quit (and save) the game. 
 REM 
 REM To restore the next older SAVE, run UNSTACK.BAT 
 REM 
 mkdir ..\SAVE7 
 mkdir ..\SAVE6 
 mkdir ..\SAVE5 
 mkdir ..\SAVE4 
 mkdir ..\SAVE3 
 mkdir ..\SAVE2 
 mkdir ..\SAVE1 
 copy ..\SAVE6\*.com ..\SAVE7 
 copy ..\SAVE5\*.com ..\SAVE6 
 copy ..\SAVE4\*.com ..\SAVE5 
 copy ..\SAVE3\*.com ..\SAVE4 
 copy ..\SAVE2\*.com ..\SAVE3 
 copy ..\SAVE1\*.com ..\SAVE2 
 copy ..\SAVE\*.com ..\SAVE1 
 COPY *.COM ..\SAVE 
 PAUSE 
 :finished    
 echo on 
 REM You are about to lose your current game and restore from the most 
 REM recent SAVE. If you don't want to do that, press Ctrl-C now to abort. 
 PAUSE 
 REM 
 REM RESTORE.BAT 
 REM 
 REM RESTORE.BAT is a Windows XP BAT file to restore the next older play state of 
 REM StarFlight by copying it from the subdirectory SAVE. 
 REM 
 REM StarFlight keeps its SAVE state in its .COM files in its PLAY directory. 
 REM Keep this .BAT file in the PLAY directory, and keep a link to it on your 
 REM desktop. 
 REM 
 REM Get into the habit of running STACK.BAT each time you quit (and save) the game. 
 REM 
 REM To restore the next older SAVE, run UNSTACK.BAT 
 REM 
 COPY ..\SAVE\*.COM . 
 PAUSE 
 :finished    
 echo on 
 REM You are about to lose your current game and restore from the most 
 REM recent SAVE. If you don't want to do that, press Ctrl-C now to abort. 
 PAUSE 
 REM 
 REM UNSTACK.BAT 
 REM 
 REM UNSTACK.BAT is a Windows XP BAT file to restore the next older play state of 
 REM StarFlight by unstacking it from the series of subdirectories SAVE...Save7. 
 REM 
 REM StarFlight keeps its SAVE state in its .COM files in its PLAY directory. 
 REM Keep this .BAT file in the PLAY directory, and keep a link to it on your 
 REM desktop. 
 REM 
 REM Get into the habit of running STACK.BAT each time you quit (and save) the game. 
 REM 
 REM To restore the next older SAVE, run UNSTACK.BAT 
 REM 
 REM Note: You will lose one SAVE each time you run this script. 
 REM That keeps things simple. 
 REM 
 COPY ..\SAVE\*.COM . 
 copy ..\SAVE1\*.com ..\SAVE 
 copy ..\SAVE2\*.com ..\SAVE1 
 copy ..\SAVE3\*.com ..\SAVE2 
 copy ..\SAVE4\*.com ..\SAVE3 
 copy ..\SAVE5\*.com ..\SAVE4 
 copy ..\SAVE6\*.com ..\SAVE5 
 copy ..\SAVE7\*.com ..\SAVE6 
 PAUSE 
 :finished