Welcome to both Dread and Regonaw
May the beasties of the Gael Serran soon feel the power of your frustrations...
Windows (XP and Vista) both have that habit of not showing you the full file name... irritates me to no end! I usually rename things at the DOS level just to get past that... it's impossible to change an extension otherwise!
I'm glad you got past it, in any case. As for the status of W&W... there are a lot of things that many of us wish they'd done. Unfortunately, the pressures to get games out sometimes mean shortcuts are taken
For the save button, Dread, click on the disk icon when you're in the game. The same interface saves and loads... just which one depends on where you are.