What should I do if my girlfriend entered illegally to The US and had a previous cancelled immigration proccess and now we want to get married?

Since she already has records that she has started the immigration process. She could take advantage of that precedence and restart or continue the process of getting legal. The alternative could cause you to lose her forever. It is better to do the right thing and not have to be looking over your shoulder for life. Then you can enjoy your new life together. Maybe you should call anonymous first to find out your options, then make an intelligent decision, based on facts versus opinion or emotions. Best of success to you.