I would say its ftp related. When you first had trouble with Filezilla, did you then remove the files from the GAMEZ folder before using WS_FTP
Your doing the everything else right, by just clicking load, then back to XMB to launch the game.
You can use backup manager to delete the game, then try copying it again with your FTP program.
where exactly are you transferring the files too, what directory structure?
one connection and disable pasv mode.
I use flashfxp and have had no issues with it at all.