Yup, that's what I thought, the folder 'Saved Games' is completely empty, yet I have around 40 saved games lined up on the 'saved games' menu part of the game introduction.
They are obviously going somewhere else, but I don't know where, and I can't find them.
I am up for a game if you wish, I have Hamachi, I'll check back in a couple of minutes. you may have to talk me through the set up, I've never played this game on line.