The problem is that the file listings for the load screen are stored in the config.moo file (a binary file, check it out with a HEX editor if you're interested). If you haven't saved any files, then config.moo is empty and the load screen won't come up.
What I did is start a game and save it into each file slot (creatively named GAME_1, GAME_2, etc.). Now all of the game slots work okay. Now, all of your games will always come up as GAME_#. That name doesn't appear to be stored in the SAVE#.gam file so there shouldn't be a conflict with this.
P.S. Thanks for the great tutorial Sirian! It's quite the lengthy read