It seems to default back to the last save file used on my PS3. If Onee-chan saves it on her save file, then that's the first one to pop up. I have to read carefully before choosing one and starting the game.

Also sorry to hear about not finishing FF7. I had to wait until I could download it off the PSNetwork before I could play it and I have experienced zero save issues with it. Are they planning on putting FF9 on the PSNetwork? That's the one of the few I haven't been able to play yet. I could borrow the discs from a friend but she warns that there are compatibility issues with it and the PS3.