dobyblue,Check to see if you have your own saved data [Track-Speed-Race Type],then when you go to load the ghost from the site which is the same T/S/Rt it should say"This Data already exists,do you want to overwrite",if it does that means it will be ok.
If this warning/option doesn't come up,that means either that there is no previous saved data to overwrite,or that the data you are loading is region locked and will be listed in saved data [along side you original,so now you have two for the T/S/Rt] but not accessed by the console.
We are guessing this is the problem,it might be something else,[NTSC/PAL convert problem],either way,some work some don't.