I noticed in the first alpha build that the buttons on the save panel can be very confusing, There is a button called "done" that is counter-intuitive, If you want to save a game, don't use that button. All it does is exit the save window.
The same is true of the load screen. The "done" button is counter-intuitive and should perhaps be labeled "back" or something else. If you want to load a game, you MUST press the "load" button after selecting the save you want loaded.
