If you haven't delved into HD yet how come you are using proxy files?
Proxy files are lower resolution working copies of video files. They are reduced in resolution or compression bit rate for only one reason --to speed up editing of HDV and other large video source files.
Anyway I just checked - if you delete the smart proxy files you can regenerate them by right clicking the clip on the time line and selecting
"Create Smart Proxy File"
For you other query, what you need to do is adopt a structured workflow.
Stsart a project and call it something e.g. MyProject.
Now Save as "MyProject01"
As soon as you have completed a certain editing task that you might wish to return to at a later date - e.g. to reverse some changes or if the project becomes corrupted. Save the project again as "MyProject02"
Continue to increment the suffix at each milestone in your project
so you end up with VSP files named
MyProject01
MyProject02
MyProject03
....
MyProject15
etc.