Found   topic   listed here   copyed from this website

http://douglasstridsberg.com/blog/entries/call-of-duty-5-world-at-war-fix-for-the-no-profile-error/

Call of Duty (5): World at War Fix for the No Profile Error

15 Nov 2008 // Gaming // 13 comments

Have you been trying to start the game, only to see that there are no profiles for you to choose? Does nothing happen when you try to start a new game? Are you unable to save your controls and graphics settings?

You’ve most likely been a victim of a recent bug with some Call of Duty: World at War installations - no singleplayer/co-op profile is created upon installation. There is an easy fix for this, however!

Steps for WinXP
Go into C:\Documents and Settings\YourProfile\Application Data (a hidden folder, you may need to type it manually into the address bar)\Activision\players\profiles.
Create a folder and name it whatever you want. Now create (still in \profiles) a .txt document and name it active.txt. Inside that document, type the exact name of the folder you just created.

Steps for WinVista
Go into C:\Users\YourProfile\Local Settings\Application Data (a hidden folder, you may need to type it manually into the address bar)\Activision\players\profiles.
Create a folder and name it whatever you want. Now create (still in \profiles) a .txt document and name it active.txt. Inside that document, type the exact name of the folder you just created.
Make sure you’re doing this with administrator rights, as otherwise Vista likes to be annoying and hide some files from you, essentially making you overwrite files that “do not” exist.