I do hope some of the suggestions here help you out of this situation. I also hope that in the future, you'll keep more than one save in any game you play (except for solitaire *grin*). Someone above said at least 2. I say at least 3 (sometimes save files get corrupted, and you go to load them, and the game crashes, or there's a glitch which prevents progress, etc). Save before and after you leave any dungeon/town/point of interest.
DKS allows me to keep like 30 or 50 save files, so I just go down the line adding saves, until it tells me I've reached the limit, then I start overwriting from the earliest save.
Hard disk space is cheap. I've got a Terrabyte hard drive that cost me like $60. Even on XBox there should be plenty of space for saves.
I usually save after any difficult encounter (fight, jumping puzzle, long dialogue which I don't want to have to repeat, etc), but some people may feel that makes the game too easy for them. Do whatever makes you happy. As for me, life is short, and my time to play is limited, so I don't like repeating 20 minutes or an hour of gameplay if I don't have to.
