After you click FILE and OPEN you should have the opportunity to drill to the dirctory where you .SGU and.MGU files live. Your files aren't "saved as .SGU files in BIAB". They will be in a file directory you named (or accepted the default name) and you need to direct your file open path to it.

You can search windows for .SGU files and it will find them so you know what directory they are in.

For me, I have a folder on my desktop called RB Songs.