Played 10 hours the day the game came out.
Woke up the next morning to find my gf had woken up before me and started her own character on my PS3 profile.
You can guess the outcome.. yes my save was gone.
Dunno how the PS3 version is but on 360:
1. Create the amount of profiles you need for the amount of people or characters you're gonna use.
2. Log into the correct profile for you game, that means tell your GF that her profile is ABC123, not Dieh.
3. Saves don't appear together when they are on two separate profiles.
4. Profit.
[edit]
Alternatively, when you are going to quit Skyrim and go to bed or to work or whatever, then make 3 to 5 saves in a row.
GF overwrites one? No biggie, you still have 2 to 4 saves left.