Depends if you have it added to your online or offline profile, online profile you just need the saved game folder (Documents\My Games\Dirt2 on win7), offline profile you need that plus the Users\<Username>\AppData\Local\Microsoft\GFWL and XLive folders.
Well the whole machine is backed up nightly anyway so I'll have it all backed up, just wanted to know where it was incase I need to restore it from said backup.
As for on/offline profiles, I haven't a clue tbh as I've never really been "into" GFWL, it just sort of installed along with Dirt2. What's the difference and how do I tell?