Start up a new game, play through the intro until your first save (there should be an autosave indicator in the top left corner), and then quit. Restart and check to see if your last saved game saved.
If it saved but your My Docs folder still has your old saves in it, then it means you definitely have another folder on your computer. That's the important folder you need to find. Do a search for "the walking dead" or "SyncFS" and any folder you find that is labeled "the walking dead" will be the equivalent of the Public Documents version of the walking dead folder in mine. Follow the instructions and replace those saves.
It should only take about 5-10 minutes using this method to see if it works and you won't have to download or modifying or tinker with anything.