Strange. It loads up no problem for me.
Just so I'm clear, these are the normal loading steps.
* Bring up the pause menu.
* click LOAD
* browse to the file OK.txt
* click on it
* click OK
* On the Load Game? panel click Yes
* Game loads.
How far do you get in the process?
Also I you might want to put the file in a different location (like the desktop) and browse to it there. See if it can load it like that.