Ok,here is a small tutorial on how to fully play your maps:
First of all ,you problem seems to be from the maps saving path,as Dest said,the directory must be the Maps folder.
Just watch this and you will figure it out easily:
Step 1
Just enter in My Computer or wherever you keep your games,enter the warcraft folder.
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Step 2
As you are in the folder,the sub-folders appear,ScreenShot,Campaigns.etc
Your goal is to enter the Maps folder.
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Step 3
There you have all your Warcraft maps,nothing new to see,but the Custom Games list is available only within the Maps folder,so if you want for all your maps to be added in the Game List, they must be saved there.
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Now you are e bit enlightened with this.
Step 4
But lets make it worth a while,we enter in the World Editor,and we start making our maps,here I will just set some Peons and save it.
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Those Peons represent your custom data ,your terrain ,things like these.
You just save the map,and make sure that your Directory is within the Maps folder.I'll name the map Tribal,and lets see if it works.
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Well, it works easily and no errors whatsoever
So it just turns out that you have a pathing problem,I would say that I Solved your Problem.