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!)
MechWarrior 4: Mercenaries
PC Saves
Saves can be found in the install folder, an example of which is:
installlocation
This means that the game keeps its saves in its install folder.
Here are some common examples:
Linux
/usr/bin
/var/shared
Windows
C:\Program Files
C:\Program Files (x86) (Common for games on 64-bit Windows)
C:\Games
\Microsoft Games\Mechwarrior Mercenaries
This registry entry usually points to the game's install folder: