How to use saves for Need For Speed Underground:
1. Download desired NFS Underground save file
2. Extract it and copy all files to game save folder
4. Start your game and load "Player" named profile.
Game save directory location:
C:\Documents and Settings\USERNAME\Application Data\NFS Underground\
For brand new game installation:
If you have a brand new game installation
(which means you didn't play game before using downloaded savegame), it is recommended to start the game, and exit right after the first event starts.
Do it before following the instructions above. This method will create necessary files within the game save directory.