Several times.
I've uninstalled the previous version, dug through the registry and removed any trace of it, and purged every file I could find relating to it on my HD.
Reinstall from a fresh downloaded .msi, and I get the exact same problems as above. Rinse, repeat.
I've checked to make sure there's a "Saves" folder, that didn't help.
I too am running XP, if there's any debug info I can grab to help fix this, let me know...