Hmm, that's weird. You should have the stage select and the dot gallery there too. It worked for me. Try deleting your current save, then putting the one from the folder it came with in there and see if that works. It worked for me.
Also, on a side note, do you have to find a gun to use it? Or do you just have to find the ammo for it, cause I can't seem to figure out how to find a gun or swap to the gun. I looked in the thread and apparently you press "v" to swap to it, but it's not working for me. Anyone else get the gun to work?