Problem: quit to Desktop when win a race

[Dropedarious]

Hi I've got this problem. Every time I won a race and get a great amount of points, the NFS give me an extra gift, then in the menu appears the 'GO TO GET THE PRICE' or something like that (I don't remember what it says but it's something like that) and the game just get closed and all the carreer were lost. Every time this happends I've got to start again from the beginning, all the savegames were lost ¿anybody knows what's wrong?

P.D: Sorry for my bad english!