You are being sure to save it to your C:Drive yes?
If you make maps; (but I don't think you have, seeing as it seems to have messed up before you even got the option to) double particle files can be found in the particle folder, my_objects, and in the sky folder under media.
Be sure to run the game as an admin.
Arg. I'll keep brainstorming.
Edit: What year is your computer? Windows PC? Mac?