Readme for TRU Game Saves by freeze10108:

Saves have been numbered in the order in which they occur in the game.  Saves have also been made with the default
options for each level-the first selectable outfit, and the submachine guns as alternate weapons.

Instructions:

1.  Extract the files in the zip to your game save folder at:
C:\Documents and Settings\*Your username*\My Documents\Eidos\Tomb Raider - Underworld.
Replace *You username* with the username on your computer.

2.  Run the game and enjoy the ability to select the level and chapter of your choice :-D