Thanks for such a prompt answer.
1. You forgot to set read only on ALL .pro files? Manatory.
Did it.
2. You rushed and encountered Scrapyard (but that place glitches loading future saves)? You should avoid that area.
Never made it out of Temple due to errors
3. You forget to remove or rename your patch000.dat thingy? You should've done that.
Removed it.
4. Vista user? I'm not, I'm just asking.
XP
5. Did you overwrite the old data folder with the megamod one? You should've done that.
Did it.
6. Did you overwrite the fallout.exe with the megamod one? You should've done that.
Did it.
7. Missing a savegame folder? Can't save without it, I think.
There isn't a savegame folder before your first save, is there? Doesn't the first save create the folder?
I will try yet another clean install of the game and then install the mod step by step, but I await further ideas.
Thanks again