When doing a "Load agent state", you should at least see the "initial" state, and when you restart Eclipse, the initial state should load automatically. So, most likely, the state does not exist in your installation. Probably, you did not install the agent properly. Did you:

- download the simpleagent.zip
- in the Java Perspective: create a new "MicroPsi agent project"
- name it "simpleagent" (!)
- import the simpleagent.zip without getting any error reports

The exception you get is a FileNotFoundException, so either the agent's state directory does not exist (as it would be the case if you didn't call the agent project "simpleagent") or there was some problem with file system permissions inside Eclipse's workspace directory.