I use the 0.9.6 version but when I played it sometimes all the F keys wouldn't work on the emulator so I couldn't save stats,couldn't get that to work until I restarted my computer. But now even restarting won't get it to work, so I can't load my saves : \
have you tried runnig as admin? (note also, this doesn't belong here, it's not a bug)
Like Saiki said, your probably not running it as the Administrator. Right click on PCSX2, and click on 'Run as Administrator' and see if this issue still happens.
Intel Core 2 Duo QX9750 Extreme Edition | eVGA 790i FTW | BFG GTX 280 OC 1GB | 8GB of Patriot Viper
You doing something wrong doesn't mean an emulator bug, mind you. The F keys work. Just be sure to configure correctly the pad plugin, as it can give problems.