Look in My Documents/EAGames/Need for Speed Underground 2 and there should be a .sav file with your player name in it. I haven't tried it in U2, but that's the place their other NFS save games go (my documents/EA games/...)
NFSU: Where is the savegame folder located?
<i>"You will find the Need for Speed Underground savegame in C:\Documents and Settings\All Users\Application Data\NFS Underground dir. If it isnt there, then search for *.ugd on your C disk."</i>
NFSU2: Where is the savegame folder located?
<i>"On a winXP/win2000 you will find the Need for Speed Underground 2 savegame in C:\Documents and Settings\[your username]\Local Settings\Application Data\NFS Underground 2 dir. You can also do a search for "NFS Underground 2". Just make sure you check the "search hidden files and dirs" option."</i>