@kumba9
I've got that problem to and here's how to fix it:
go to C:\Programs(x86)\Infogrames Interactive\RollerCoaster Tycoon 2 or whereever you installed the game, and then go to "Saved Games" and then click compability files.
There are all the files that you cant see, so then it's just to cut out the park files you want and then paste them into the real Saved Games folder or to your desktop or wherever you want them to be.
Another solving is to play them in the game and then save game and direct the file somewhere else, like on your desktop.
Hope it helps!