Sorry for the necro, but I just did some testing and have something to report, and I don't want to necro a thread thats been dead since 2014
For NS0, You have to save in the room and load in the room. Then unequip and reequip your weapon. If it errors out before you swap weapons, just hit ignore.
What this looks like in practice, is you hitting new game, playing till past the demo, and hitting f5 in the save room. Make a new game SAME CHARACTER , die to the first 2 enemies, get warped to save room, and hit f6. Then go into pause menu, unequip and requip weapons, though that wont cause a fatal error, just one you can ignore till you do it
Why this happens is that game maker does not really "call" up from memory. It has to be told what to load in by level a certain way, and if not it shits the bed. I found this out trying to mod HOB. So you have to ensure everything asset wise is already loaded in. In theory, I suppose you could do this from any point, but the save room seems to be the most reliable and consistent way.
To anyone reading this who now wants to give the game (NS0) a try, and there is a good bit of content, the game is still available on the devs website. You can't uncensor it. It's nothing but pixels anyway.
EDIT: huh so my game save suddenly stopped working, something about a divide by zero error? I'm going to keep track and see if I can trigger it manually. I had played on for about 30 min. Not sure what changed but I'll see.