The pulldown box at the top, where it says Save in: allows you to explore. Open that box, and choose Drive C: Then choose (double-click) folders in this order: Program Files, Cryo Interactive Entertainment, Beyond Atlantis, save. Now you should see other saved games. 

Here's how the numbering system works for these files. Look at the filename above. The 00 assigns this to Player One. I have assumed you are playing as player one. Remember the five buttons you can choose from when opening the game? Player two's games are called Atl01***.sav, Player three's are Atl 02***.sav, etc.

The date on which the file was created determines the sequence of the stack of game icons, from earlier at the bottom to later at the top. This one will probably show up at the bottom of your stack of saved games because of its earlier date-stamp, but it may show up in the middle. It depends on the dates. If you immediately re-save it yourself, now it will also appear at the top of your saves, and be easier to find.