Aaron,
Fortunately, and unfortunately, there is an entire board devoted to losing saved games in Machinarium:
http://forum.amanita-design.net/index.php?board=22.0.htmlYou'll want to look at a couple of the pinned topics (up there at the top of the board).
One thing I'll mention here is a workaround if you happen to lose your progress: launch Machinarium and, once on the main screen, type 'rebol' (no quotes). This will bring up a row of clickable numbers on the bottom which correspond to the different levels of the game...so you can skip to a certain level if your progress has been lost.