Your saved games are located at: C:\Documents and Settings\*Your Name Here*\Application Data\Microsoft Games\Zoo Tycoon 2
Or you can find them by going to Start > All Programs > Microsoft Games > Zoo Tycoon 2 > Zoo Tycoon 2 Profiles. If you used the default profile, then "Default Profile" will be the only folder in there. Anyways, Select all of the folders in there, and hit Ctrl+C (Copy). Then, Copy and Paste to someplace, like your desktop, by hitting Ctrl+P . Reinstall the games, put on AA, and then remember to grab those folders and paste them back into that same place (if it says, "Overwrite this file?" Say "yes"). That should do it! It will save all of your scenarios, saved games, and photo albums.