Resident evil 5 saving blonde girl at the first chapter

The Blonde-girl - I'm guessing you mean Allyson -

From here:

Death
Later, she was seen bursting through a balcony door, calling for help only to be pulled back inside by the same Majini who abducted her earlier. The agents hurried up to the building to save her. She fell against Chris, seemingly in exhaustion. As Chris attempted to comfort her, Allyson gripped a strap on his back as the parasite expelled from her mouth reaching toward Chris and wrapping it's petal like lips around his face. Sheva shot at the infected Allyson as she jumped back, evading the bullet and went on to attack the two of them.

She was shot in the head by the two agents, killing her. After her death, a Cephalo-type Plaga erupted from her throat. This was the first Cephalo encountered in the game series and the first that the two agents ever saw. Her body, still controlled by the Plaga continued to attack the two. After the agents did enough damage to the Plaga, it exploded and her body dropped and disintegrated.

It would seem the character literally has it written that her death is inevitable. I wouldn't worry to much about it :)