First, when you highlight a saved game and hit delete button nothing appears to happen. The reason for this is that the confimation popup is buried under the open save/load game and settings menus. As soon as you close those windows, you find the confirmation button and can click yes. Its a pain if you want to delete more than one saved game.
The second instance of this problem is when you attempt to overwrite a previously saved game, again the confirmation popup is buried under the other open menus and you have to close them all to hit yes to confirm overwrite.