Well.. if you make people install it into their respectable SH4 directory (maybe in a sub folder there ?) you would already have solved part of the problem. Unless that is not possible for some reason of course.
The location of the save game folder seems to be saves in FileManager.dll
(
http://www.subsim.com/radioroom/show...022#post455022)
Though I have no idea how you would filter it out there.. maybe someone else knows ?