Not all roms work on the JenesisDS. As awesome as that thing is, it has its limitations.
I'm not sure what roms you tried loading on it, so I can't tell if it's the roms or some other problem.
Try loading some roms that have been proven to work like Sonic, Sonic 2, or Vectorman. Those seem to work for pretty much everyone. So give them a shot and see what happens.
I'll try to help you out as best as I can.
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