I went to the WHDload website and saw that a few of the games I am having a problem with have updates. Do I need to install all of the files from the WHD download, or do I just need the "slave" file?
In most cases you just need to replace the old slave with a new one (unless there were some huge changes concerning usage of diskimages instead of files or opposite - it is written in the readme file).
But I have a question for you. You claim that your games do not work. What are the symptoms? The game crashes your system, screen goes black, the gfx is corrupted, WHDLoad quits, is there any requester with some information? Tell us more.