Back in December 2014 From Software had announced the removal of support from the Games for Windows Live service and a shift towards Steam for all the Dark Souls Prepare to Die Edition fans.
The developers had posted on the official website of Steam to let everyone know how they planned on transferring all the save data for you. Here’s a part of what they announced back then.
If you played or are currently playing Dark Souls Prepare To Die Edition, you will be able to update and keep your Save Data and Achievements. The Save Data and Achievements transfer service is being provided from December 15th to February 16th. From February 16th, the new version using Steamworks functionalities will become the default version of the game.
So now it has been over a month and you are down to – almost – the last two weeks before the save data transfers cease. I would suggest that if you are still playing the game and have not transferred your save data, you should do so as soon as possible.
The developers have listed down three different cases under which you transfers may fall into.
Either you could have purchased the game before the date of removal of Games for Windows Live functionality i.e. December 15 or for those who bought it after that and before February 16.
If you are still waiting, I would suggest you go here to read more on the process.