You just use autosave/quicksaves?
AFAIK they would get overwritten by a new character, unless you are playing under a different Windows user account. However, you can move or otherwise backup your current saves before starting another game.
In XP the saves are in the folder
C:\Documents and Settings\ %username% \Local Settings\Application Data\Divinity 2\Savegames
or in Vista / Win 7
C:\Users\ %username% \AppData\Local\Divinity 2\Savegames
You may need to set Windows Explorer to show hidden files and folders (
XP, Vista,
Win 7).