Okay, this example has been taken from my CMS and re-coded into a mini-script, here ya go!
Please note this is XP, not VX, but the concept should be the same. Only problem if you were to call Scene_Load is that when you cancel out, you'll be re-directed to the title (because thats how the default script works) instead of returning to the map, this should fix that.
To call the load scene from an event, its as simple as...
$game_temp.load_calling = true
$scene = Scene_Load.new
If you don't include the load calling = true then it'll return you to title, so please don't forget to include that line or people will be mad at you >.<
#===============================================================================
# ** Game_Temp
#===============================================================================
class Game_Temp
 #-----------------------------------------------------------------------------
 attr_accessor :load_calling
 #-----------------------------------------------------------------------------
 alias_method :kn_game_temp_initialize, :initialize
 #-----------------------------------------------------------------------------
 # * Initialize Method (Aliased)
 #-----------------------------------------------------------------------------
 def initialize
  # Call origional initialize method first
  kn_game_temp_initialize
  # New Initialize Data
  @load_calling = false
 end
end
#===============================================================================
# ** Scene_Load
#===============================================================================
class Scene_Load
 #-----------------------------------------------------------------------------
 # * On Cancel Method (Re-Written)
 #-----------------------------------------------------------------------------
 def on_cancel
  # Play cancel SE
  $game_system.se_play($data_system.cancel_se)
  # If called from event
  if $game_temp.load_calling
   # Clear save call flag
   $game_temp.load_calling = false
   # Switch to map screen
   $scene = Scene_Title.new
   return
  end
  # Switch to menu screen
  $scene = Scene_Map.new
 end
end
