SWORD1: Change "no DXA support" message.

It's "without zlib" or "without DXA support". WJP prefers the first.
GUI: change FullScreen into fullscreen

This makes it consistant with other references to fullscreen.
GUI: s/savegame/saved game/

Makes it consistant throughout the GUI
CLI: change "savegames" into "saved games", same as in GUI