There are no documents involved in the game. It sounds like you are mistaking an MDB file (which is a database) for a document, as that would ask for a password if you clicked it. The file name will be WMMA4.mdb. You need to copy that and move it "up one folder level" to replace the file of the same name. i.e. you copy Databases -> DatabaseName -> SaveGames -> SaveGameName -> Backup -> WMMA4.mdb and paste it over Databases -> DatabaseName -> SaveGames -> SaveGameName -> WMMA4.mdb.
If you still cannot do that I suggest you simply manually delete that save game (by deleting the folder) as that will allow you access to the Load Game menu again.
Designer of TEW, WMMA, WreSpi, and Comic Book Hero