Is it actually possible to load a game without having to play through the intro? How?
Nevermind, I'm stupid. :P

Jus in case any one else is wondering, once you have watched or skipped the intro vids and played the first mission you can save your game once you are onboard the Lexington. From then on, WC4 will show you a 'load game' screen on launch instead of the intro videos.