@Drakarska: Sounds like you might be using a Windows version with VirtualStore (Vista or later). If you are, and allowed the game to install itself in its default location in C:\ProgramFiles(x86)\..., but did not authorise it to "Run As Adminstrator", then Windows will not allow it to write to its own folder(s) -- which means it will not be able to store the savegames where they 'should' be (in ...\Civilization 3\Conquests\Saves\). Instead, the saves will be stuck in a mirror-location elsewhere on your hard-disk. You can either give the game Admin-rights, or (possibly better) you could reinstall the game outside the protected ProgramFiles location (e.g. mine is in D:\Games\Civ3\). CFC-user @Puppeteer made some YouTube vids (and threads here) about doing this.