Backing up SF4 PC save data

People have claimed that you have to make a new save data for SF4 when you reformat your PC, and I do not want to do that. I want to keep my save data and transfer it when I reformat my PC. I already have it backed up I just need to know how I can properly transfer it when I install the game again on my new OS.

I have windows XP SP3 currently, reformatting to Windows 7 soon.

ive copied the capcom folder from my documents out before and put it back without issue. although im not sure if there is some specific… association with a particular install of the game, but thats where everything seems to be stored…