Petra,
Actions>Items/Abilites>Load Shurikens is designed to work with an equipped ninja belt. It won't do anything with belts in your backpack.
Equip the belt, have shuriken stacks in your backpack, click "Load Shurikens". It will work fine.
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You can use the context menu on the belt to create macros to load/unload belts. I'll see if I can look up the context menu calls for it later today.
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Context Menu: Load Ninja Belt = 701
Context Menu: Unload Ninja Belt = 702
To load a belt in your backpack: have the belt and stacks of shuriken in your backpack, then create and execute the following macro (7 steps):
Target By Type : Belt
script RequestContextMenu(TargetWindow.TargetId)
script ContextMenu.ExecuteMenuItem(701)
Wait for Target Cursor
Target By Type : Shuriken
Delay 1s
script WindowSetShowing("ContextMenu", false)
Adjust the delay as needed. Set your repeats to however many stacks you want to load into the belt. If you don't care about the menu being open, you can copy the first six steps over and over, then just close the menu once at the end of the macro.
The macro should look like something this:

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To unload a belt in your backpack: create and execute the following macro (4 steps):
Target By Type : Belt
script RequestContextMenu(TargetWindow.TargetId)
script ContextMenu.ExecuteMenuItem(702)
script WindowSetShowing("ContextMenu", false)
The macro should look something like this:

You may need to add a Delay prior to closing the context window.