Try this;

Open Xport360 or Explorer360
Find the save and drag to your Desktop
Put it into the CoD Tool Mod Kit
Save it
Put it into Modio and Rehash and Resign
Then drag it back into your HardDrive.

This works for me but I recommend that you go onto Google and search for Pre-Set saves. There is a Pre-Set Zombie save but for the life of me I can not remember where you download it from. It has all the Zombie maps with all the Mods you would want on. Search around and you will find it.

Forums/viewtopic/t=83441.html

This isn't the one I used but it looks pretty good. Try this and look at the Instructions in the thread aswell.

You have to have a nazi zombie saved game file. Here is one [ Register or Signin to view external links. ] If it doesnt work i dont know, i personally didnt use this one and i dont know where i got mine. But if it doesnt work or you want the other maps just search on youtube. Make sure to put both this file in modio and your original game save, and change the modded ones console and profile id, then go ahead and put it in modio, mod, then put it back on the harddrive. Just make sure that before you exstract your original gamesave that you went to a mission, then saved and quit right away. The way you are doing it now is for campaign. If you dont have the zombie game save file it mods campaign not zombies. Hope this helped

Patches. You forgot to remove them. When you GS mod you need to clear your system cache (patches). Also means your cant play while on xbox live.
If you want to use on live, look into ISOmodding WaW