If your not getting the second the walking dead folder it means the games are saving too the right place but the prefs.prop is not working correctly. Or something. It happened to me. I played through episode 3, had to quit the game. Went back in and had to start all over again.
Honestly the best thing you can do is wait for TTG to get a fix out. I wouldn't expect it anytime soon though as they are at PAX.