Sorry petra! There are two sections of LDW's FAQ section on their website that would be of interest to you.

Windows:
Backing up a savegame file
Making a CD Backup

You can put the save game files on the CD instead of the setup file they suggested, or you can put both on there! You can also copy the entire Program Files folder if you wanted to run the game off of a CD as well.

If you're running a Mac, I'm not sure how you can write to CDs but you would be doing the same thing essentially.