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I am trying to load any of my saved games, and it is not letting me do it. The game only seems to want me to start over again. I have installed the latest patch too.
Go where you went when you started your new game. Click its save file. Then you have to select whatever Kingdom/Duchy/County you were playing from the list.
To further clarify this:
All paradox games handle savegames like scenarios.
So you can continue your savegame as another country or play on as the same. You can do evil things this way (play as your enemy and destroy his troops and then continue as your starting empire) but since you can edit the savegames anyway: who cares?