Loading a save is not Game Start ... Game Start Enabled means pretty much New Game Start.
(note that it will be running, if it game-start started, when you load your save though)
So it depends what you want and what you are doing? If you need something to start everytime the Skyrim game is loaded (whether saved game or new game) then the OnInit Event might suit you better?
http://www.creationkit.com/OnInit
(Be warned, some of the content in that wiki article is not exactly newbie-friendly. Post again if you are still struggling ...)