The save game files are in the following folder (you may need to show hidden folders first):
XP: C:\Documents and Settings\YOUR_USER_NAME\Local Settings\Application Data\Ironclad Games\Sins of a Solar Empire
Vista/7: C:\Users\YOUR_USER_NAME\AppData\Local\Ironclad Games\Sins of a Solar Empire
Try deleting any save games that are in that folder and see if maybe something was corrupt.