1. If you are using a PC, did you click to the GOTM page, then right click the GOTM73 file and select "Save Target As..."? Make sure it has the extension .SAV, then load your CivII flavor and Load Game.
2. We all play using the default RULES.TXT that was installed with your purchased CD. If you have loaded scenarios there is a possibility this might have been overwritten. Somewhere around here we've posted copies of the default ones (just do a search on "default RULES.TXT"...)
3. You can save and resume if you have to stop, but we've all agreed that certain actions like replaying combat results or peeking at the unseen parts of the map are "cheats". It is primarily an honor system, but the Staff seem to have some tricks up their sleeves like probabilities of hut results and expected AI behavior.
4. One City Challenge is a tough learning tool for learning how to optimize your Civ play toward efficiency, teamwork (with the AI) and fast research. It is probably not recommended for a new player; try one of the tutorials or playing along in a GOTM following the log of one of the better players (and asking a lot of questions...). A guy named PaulVDB wrote a strategy guide for OCC a while ago; it has been unavailable and I was going to repost it in the Strategy Forum but I've been distracted. I'll see if I can get it up there again in the next week.
BTW, welcome to CFC!