It kinda happened to me on my old crappy windows 98 but I probably didn't even have NL back then, but did lose stuff for my other games. After that, I backed up very often, using zip disks, but I don't really back up anymore. Recently, I did make a disk full of my stuff to take to a friends house, but on CD's, you can't delete files, only overrite. When I got back, I got the idea of placin everything in a zip file but it was too late.
As for RCT3 files, tracks only take a few seconds to make so it's not that big a deal IMO (unless you've spent years on scenery, lol)