Loading a game, but cannot select the correct player?

OK, noob question:

My friend was hosting a game, I saved it before we quit.

Now when I load it and host, I can only play as his faction/player?

I wish to select the player that I used when we played, but I don't know how to.

Do I need to hold down some button and click it?

Dragging/clicking it doesn't work...

Oh yes, where are the savegame files saved?

I have looked in mydocs etc and the game folder but no luck :/

//Thanks for help