Here is a workaround that might help some in the future.
In the game directory there is a checkpoints directory that has files like this:
chapter0.sav
...
chapter34.sav
then there is another directory in documents and settings with the same files.
just search gears of war in documents and settings and you'll find it.
Follow the procedure for both
each one of those files are actually the maps to load when you choose Load chapter from the menu.
First make a backup of the checkpoint directory.
What you do is try and figure out more or less where you were, you should be able to get a chapter list online or walkthrough or whatever helps. in my case i was on chapter11 or something.
Take the chapter11.sav for example and copy it to chapter0.sav.
maybe you want to copy instead of rename else it may have a problem loading that chapter next time, since you're actually past chapter0 you dont really care about that one, but if you do just restore your backup.
Then go to the main menu and select load chapter, choose the first chapter0.
It will then load the chapter that you copied over and all checkpoints will then be saved from there so you can continue, i think you will lose other kinds of progress though like tags you picked up etc.
This worked very nicely for me and am thankful i could continue the story.
HTH