I originally borrowed the dreamcast version from a friend many years ago when it was still new. Its a long game, but I was at the boss of the last level, just before the game's final area and boss. 98% done, really.
One day, I left the system on when I left the house, and while I was out I bought a new game. When I came home, excited to play the new game, I saved my file in Fur Fighters and shut the system down to switch discs. I discovered later that in my haste, I shut it down just a moment too early, before it had finished saving, which naturally corrupted the file. I lost it all and couldn't bring myself to do it over again. Yes, it was unbelievably stupid, no need to tell me.

Funny enough, I tried to tackle it again last summer, playing the PS2 version on my PS3. I was about a quarter of the way through the game, but through no fault of my own (it was completely random and without reason), while playing a different game my PS3's hard drive corrupted and I lost it all again, on top of all of my other save files for many other games.
I'm still pissed about that PS3 situation, but returning to the point, I still have yet to beat Fur Fighters, and it'll be a long time before I try again.