I had some problems understanding the way Morrowind deals with savegames. It seemed as though the game wasn't updating the savegame name each time, after each save, retaining the initial save game name only.
I'd been playing the GOTY version+Tribunal for some time before a friend loaned me Bloodmoon, for which I did a complete re-installation of everything. I copied my savegames in the 'saves' directory, but they weren't appearing by name as the latest saves I had. I just crossed my fingers and hoped for the best and thankfully the transition was smooth enough. [img]smile.gif[/img]
In the end, I just manually deleted out of date saves, once I was sure I had the right one.