Hi, perhaps you extracted it “wrong” so you got one folder too much? The zip on http://oagd.net/download is relatively recent, and should give you box art and screens for most games. But just make sure it extracted correctly. Oh, and it is possible the images are only picked up by the development versions of FS-UAE…
Saving state in WHDLoad games haven’t been worked on yet. Regarding the A1200 kickstart problem, I need more information, perhaps create a thread on the support forum?