That being said, I suspect your problem is actually with this so-called "full-featured" WB install of Amiga Forever 2012, or with the setup of the games you've installed. Try checking the icon tooltypes of one of your games. Does it point to C:WHDLoad? Post a screenshot. Also, are the .slave files and any other files necessary for the game to run located in the correct directory? Did the games ever run? You might want to try downloading from a different source, etc. Good luck! 
Thanks, Mike, but I've already discussed this problem at length with the good folks over at the English Amiga Board, and as a result I'm going to try one of the Classic Workbench packs, namely the Lite version. I've already experimented and the results are looking promising!
EDIT: We discussed everything we could to get the Free version of WHDLoad working on that AF install, but it just would not comply - clicking on a game's icon or even using the Shell would result in WHDLoad seeming to work, but freezing and nothing happening. In the end, I put it down to a problem in the AF install and just decided to do away with it, once and for all, especially considering how easy-to-install the Classic WB packs are.