The number you are using is the increment_id
In magento you have the sequencial inctement_id, which is the visible order id.
Internally magento uses item_identity_id, which is used to link data.
The ->load uses the item_identity_id by default.
If you change your code to
$order = Mage::getModel('sales/order')->load($incrementId, 'increment_id');
You should get the order loaded.