I bought the Trilogy on Amazon and downloaded using Origin. I followed the steps above and it did not work. I tried the alternative method.
I did the following and did not work for me:
1. Started Mass Effect 1
2. Resumed my last save which was an auto-save just before you beat the game.
3. Watched the ending credits and allowed the game to return to the main menu
4. Exited the game
5. Went to the 'Mass Effect' folder under 'My Documents' -> 'Bioware' -> 'Mass Effect' and found the 'save' folder
6. Copied all the contents of the Mass Effect 1 save folder (including the manual saves)
7. Went to the 'Mass Effect 2' folder under 'Bioware' in 'My Documents'
8. Found the folder 'save' folder and opened it.
9. Created a folder 'ME1'
10. Added copied files from the 'Mass Effect' 1 save folder into the 'ME1' folder
11. Located the MassEffect2Config utility and selected the folder 'ME1" in the Mass Effect 2 save folder
12. Started the game, selected 'New Game'. DID NOT WORK.
I did the following and worked for me:
I opened up Origin. Right-clicked on Mass Effect 2 and selected 'Repair Game'.
Repeated 1-8
On 9: Instead of naming the folder 'ME1' I named the folder 'Mass Effect 1'.
Proceeded to step 10
On 11: Instead of selecting the 'ME1' folder, 'Mass Effect 1' folder was selected
On 12: Started the game, selected 'New Game' and found 2 careers. Both of the recently completed character.
I am unsure if it is because I did a repair of Mass Effect 2 OR it is because I renamed the save folder.
The 'Mass Effect 1' folder has two files of the completed career, whereas the 'ME1' save folder only has one. So I am unsure what the problem was. Only that repairing the game and creating a folder 'Mass Effect 1' worked.
Right now I have 3 folders in the Mass Effect 2 save folder. One is of my recent career, one named 'ME1' and the other 'Mass Effect 1'