That's normal. WHDLoad itself is just a tool for HD installed games to use. By itself it doesn't do anything or show up anywhere. You also have to download an installer for your game from here:
http://www.whdload.deWhen you run the installer it will ask for your game's disks and where you want to install the game. Once it is finished, open the drawer where you installed it and double click its icon to run it.
--
moto
