Bucman is correct - make sure you are looking in the right place. Not C:\Program Files\Sports Interactive; that is where the program is stored. Your game data, including saved games, is in My Documents\Sports Interactive\OOTP Baseball 2007\data\.
You should see a saved_games folder in the data folder. I am not familiar with that roster set, but if it works like some others, everything will be in a folder with a name that ends in .lg; move that into saved_games. When you start OOTP again, click Load Game and look for the name in the window that pops up.
As far as what are the best mods, you are not going to get a straight answer from me!
Whatever they are, they are certainly available at these sites:
http://web.mac.com/sixwilsons/iWeb/OOTPMods/Main.html
http://www.ootpmodsquad.com
Have fun!