It sounds to me like you might be better off uninstalling/reinstalling. You should definitely ba able to load a save game, there's an option on the first screen that allows you do that. It should open up with the last game that was saved. Are you saying that it comes up with an error or you don't get the Load Game option?
Also, your options should be saving themselves, or at least most of them. Sounds like something is wrong here to. BTW, do you have PTW or 1.29f, they're a bit different in that dept.