I am sure there is the hibernate option on Windows 2000.

@ShellShock, thank you for the correction.

@katank, thank you for the idea of the additional FAT32 partition.

But...

In order for my idea of using Linux to store the "savegames" to work, you must have FAT32 on your system partition, where the hiberfil.sys and the swapfile is stored. If Windows is currently running, you cannot write to this file - or is there a way to do this?

@demon Your idea could work, but it still does not solve the problem of "only-one-campaign-at-a-time".

Still have to check the idea with a bootable Windows CD - this would be the simplest way IMHO.