If you accidently shut off your system before it saves your alias file may be corrupted. However, this does not necessarily means you have to start from scratch. Reboot your PS2 and go to the memory card browser. Locate the corrupt file (your alias or profile for NFS) and delete just that file.

You will see another file on the card which is your 'Career' file. Do not delete this block! Start up ProStreet and you will be asked to create another Alias. Once you've done this your career file will load and you're off again to the races.