I copied both from Windows saves and set them to nonwritable. It creates a screenshot and preview jpeg files. It tries to create a screenshot and errors. It creates an empty file, but crashes on creating jpeg data. It leaves white and gray checker boxes in some menus.
This can be worked around by deleting files from game directory or from resource pak files which are simply zip files. MoW:AS2 crashes while reading a jpeg or bmp file.I did some tests and there are some findings: