It can be all too easy to save after a point where you can't advance any further, whether it's an unforseen rush of Aliens, or loss of funding via Country Infiltration. Not all is lost at that point. You will likely have to start over, but you can start over with all research progress and UFOpaedia information by copying certain files from one save to another.
First: Start a new game, and then save.
Second: Quit the game and copy the following files from your original save directory to the new save directory.
IE: You saved your original game in slot one and second save in slot 2, the directory would be /*whatever you named the X-Com directory.. drive:/mps/ufo/game_1/ for an example of the DOS version, then drive:/mps/ufo/game_2/ for the second save.
Files:
aknow.dat
research.dat
up.dat
soldier.dat (optional, if you've already got some good soldiers trained)
Third: load up the new game. You should have all the needed information.