So after looking around, what I had to do to get the file up and working is this:
The location of the game sava data is in My Documents. In there you should find a SEGA folder, inside that is a Sonic Adventure DX folder, and inside that is the SAVEDATA folder. After you download the complete save file from here, rename it from SonicDXSS.snc to SonicAdventure01.snc and put it in the SAVEDATA folder. The 01 puts that in the first save file, so if you already have a file there that you want to keep change it to 02, 03, etc. Or at least this is what I did and got it to work.
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The location of the game sava data is in My Documents. In there you should find a SEGA folder, inside that is a Sonic Adventure DX folder, and inside that is the SAVEDATA folder. After you download the complete save file from here, rename it from SonicDXSS.snc to SonicAdventure01.snc and put it in the SAVEDATA folder. The 01 puts that in the first save file, so if you already have a file there that you want to keep change it to 02, 03, etc. Or at least this is what I did and got it to work.
I didn't mess with the chao garden save though.