I've tried to save a flight plan from the CDU after entering all the waypoints. I click on the <SAVE option and it says that the plan is saved without errors. But I've tried many times to load a saved plan and never worked. I'm missing something? Regards!

Check the PMDG\FLIGHTLANS\NGX Folder for the flightplan name, I had the same trouble as yours until I discovered that plans were being saved with a number at the end. eg I saved a plan as YCFSYSSY, tried to load it next flight - no luck, checked the aforementioned folder and found the plan had been saved as YCFSYSSY001.rte, for some reason it added numbers after the name I saved. Anyway after I added the numbers the plan loaded OK. I think this allows for the addition of SID and STARS to the plan if you wish to.