There are some homebrew apps that hide files, or prevent them from being edited(not useful for saves =P), you might wanna try and find some and install those...another option would to be to install a shell that just makes it take a lot more button mashing to delete a file....iRshell comes to mind
My last suggestion is to just buy him his own memory stick(32 MB) if he actually even plays and saves on games, or just take the memorystick with you when you give it to him ^_^
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