I imagine that there has tohave been an incorrect box ticked somewhere along the line. I'm basing that on that you can open the file within the program and see the replay etc... the program I don't think has the ability to see and play any save game file (bte, or spf, or I think hotseat uses a slightly different file name), unless it is within that folder, I think one would get the famous "error reading file" message if one tried opening up a file where the program was unable to look (leastwise I know that it does that with the graphics' files).
I don't think that it is possible for a bte file to be saved anywhere if using the autosave feature. If one does it manually, I suppose it could be saved anywhere on the computer, in theory.
Ok, so where is it? Best bet is go under your Start button (for Vista) and run a search for: *.bte and you'll find out where it went to.
Anyways, if that isn't it - best bet would be to coordinate with Rich Hamilton at:
Support@johntillersoftware.com it will get sorted there, sir.
~ST