Use MASGAU's Save Game Analyzer. It's rigged up to send the game reports straight to me, and it'll make sure that all the game info is collected!
The Hard Way
Contribute XML to the GitHub repository! Just fork it and commit your heart out! (If you don't understand this, you probably don't want to use this method. E-mail me if you'd like to learn about it!)
Dynasty Warriors 4
PC Saves
Saves can be found in this location:
userdocuments
The user's document folder.
Here are some common examples: