Select the chapter you want and download it to desktop.
I think that the saves inside that Chapter's folder finishes a subchapter in that chapter and the sequence is based on Lily's walkthrough -
HERE.Then unzip that folder and see the saved games files inside.
Open your Gray Matter folder found in My Documents folder.
Check the last number you have there.
Renumber the saved game file you chose and place together with your own saved game folder.
Play-load as usual.