I must not have been very clear with my explanation.
The problem is with the Windows interface and doesn't have anything to do with the game itself. When I download .zip files and send them to my Civilization library, the resulting files appear normally when I access them via My Computer. However, when I download files from the Scenario League forum via Save Picture As, the files are invisible and do not appear via My Computer or any normal use of the computer. The only time they are visible is when I save more files from the Scenario League, at which point my previously saved files from the League appear with little lock icons in the bottom left hand corner. They are otherwise invisible when navigating my Windows 7 interface.
I hope this description is more useful.
Not sure what the problem is here Alsdbron. Have you tried saving somewhere other than 'My Documents' or wherever your browser defaults to?