In the odd chance that it matters, I'm using Windows 7.
In my opinion this is the cause of your problem, why you ask, well in case you install the BGII to the sad and very much used default game folder, the file read from there in are not the file that the game actually uses in a Win 7 OS, as the directory is protected by mirroring of the files...
To correct this problem, you just need to install the game to anywhere else than the Program Files sub-folders, and then use them normally. And in the case you are not English user, the Windows 7 protects the folder that can be translated as "Program Files"... For example to Germans, it's "Programme" and Spanish it's "Archivos de programa".
The files that the game makes are hidden probably in your user profile... to see them, you first need to go to any folder, click the Organize in which there is "Folder And search options", in which there's the "View" label, click that and there's two options for the Hidden files and folders, take the button one into use and click Apply And then OK.
To get to the folder, you need to go to use user files and the hidden "AppData" folder, from there it's should be pretty easy... the BG1's saves should be in C:\Users\*username*\AppData\Roaming\Virtual Storage\Program Files\Black Isle\Baldur's Gate\saves\
While the BGII's saves could be in C:\Users\*username*\AppData\Roaming\Virtual Storage\Program Files\Black Isle\BGII - SoA\saves\ ...