After wasting time trying to figure out how it works (very unintuitive user interface), I checked the FAQ to know how to load custom quests but it was only for version 2.1 so the instructions no longer applied. I did however try to follow them anyway but what I experienced directly contradicted some of the steps. I tried looking for help on other websites and the best thing I found was an instructional video for version 1.9 so it obviously didn't work either. Below is what I did.

Step 1: Made a Quest Folder
> /Users/"Username"/Desktop/Zelda Classic/Quests/".qst files here"

Step 2: Changed the Quest Directory
> Opened Zelda Classic
> Misc Options
> Quest Directory +++
> http://i.imgur.com/IwAdSCl.png

Step 3: Created a Save File
> http://i.imgur.com/d8A4bmV.png

Step 4: Attempted to Load Custom Quest
> Pressed A Button
> http://i.imgur.com/YFX9B7o.png
> Browse
> http://i.imgur.com/KXpuwJG.png
> OK
> http://i.imgur.com/YFX9B7o.png (No Change)
> Browse (Plan B)
> http://i.imgur.com/QZeRqYt.png (Manually Typed Quest)
> OK
> http://i.imgur.com/WM87C5I.png

I also tried loading quest files directly from the Zelda Classic directory but the same results happened. What did I do wrong and what should I do?