I had the same thing happen to me as well. I found that writing a script fixes it. Even if the script is nothing more than...

Code:

---

string bonetest_wmb = <bonetest.wmb>;

function main()
{
	level_load ("bonetest.wmb");
	wait(1);
}

---

I don't think the wait(1); statement is required, but it was a learning experience/troubleshooting thing to get it to work so I left it in. Just make sure to change any "bonetest" reference to whatever you are actually calling your .wmb.