You really should make period backups, for every achievement and every level, I would have lost my "precious" (not to mention favorite) little gun many times over if I had not, so to tell you the manual way, for people that don't want to spend money on a backup program.
There are more than 3 ways to do this these are the easiest I can think of. Other than writing a program to do it for you.
1) XP/Vista/7: Open My Computer then go to C:\Program Files\Activision\Call of Duty 4 - Modern Warfare[/i]\ (If you used this method skip to 4.)
2) XP/Vista/7: Open any folder and paste the above bold text. (If you used this method skip to 4.)
3) Vista/7: In Vista/7 open your Start Menu then paste --> My Computer then go to C:\Program Files\Activision\Call of Duty 4 - Modern Warfare\players\profiles\ <-- this into your [Start Search_____] field and press enter, it will display one result right click it and press Copy or Open File Location and then copy it. (Skip to 5)
4) Now look for the folder called profiles right-click and copy it.
5) Not that you have copied the necessary file, you'll need to pick a place to store it. Good places to put it, A USB Thumb Drive; A second Hardrive (or in that itsy bity Recovery Drive partition if it has over a 2MBs of memory available.); Or if you have a CD-RW burner, (lots of wasted space better add a song or 12.) Or if you have no where else to keep a copy you can email it to yourself. (GMail has 7GBs of space so it wouldn't take much space at all, plus GMail can be setup as a backup drive if your a more advanced user.)
Infact I should make another backup now.
-Lone Wolf out.