I had the same problem you had. I have windows xp with sp2. I installed the game and when I would go to load the game the load entry would be blank. When I'd try to load it, it would say load fail. I browsed another site and saw someone got it working by running the game in Windows 95 compatibility mode. I made a shortcut to the game on my desktop. I went into the compatibility properties of the shortcut. I checked "Run in compatibility mode for" and selected "Windows 95". I fired the game up, went to the load. This time the load entry was not blank. I could see the name of the saved game. I then loaded it successfully. I know you said you did this, but if I were you, I'd try again and do everything exactly like I just did. It should work when running in Win95 capability mode.
