It depends largely on the quality and type of game. As someone said above, it can be a real killer in some types of games.
If the game is completely awesome, I usually don't care that much. But if I'm bored with the game anyway I can drop it completely. Sometimes I get so frustrated it takes me months or years to try the game again.
Losing my almost complete GTA San Andreas file two years ago has led to me not playing that game since.
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