Is it possible to restart a saved game in Age of Mythology? If so, how?

[Wynner3]

A friend and I were playing a great game of Age of Mythology and he had to go somewhere so we saved the game. Later we came back and could not figure out how to restart the saved game. I know you can do it in Age of Empires. I found the saved game in the single player menu but that only has you playing it as it is a single player game. Did they forget something? Did I miss something? I went through the manual over and over and couldn't figure out how to get back to the game we saved.