Use DSLazy instead. It's a little more complicated than the arm7 Injector, but you have more control over it, so it leads to less chance of error.
Here's the link to the download:
http://dev-scene.com/NDS/DslazyHere's a basic walkthrough on how to install it and use it:
1. After downloading the .zip file, extract it all into one folder on your desktop (Do not remove anything from that folder, this is important).
2. Open the dslazy folder and click on the dslazy icon to run the program (it looks like an old school DS Phat).
3. When the program opens, click on the "..." button to the left of the search bar and use the explorer window to find a DS game that you know saves properly. Select this game.
4. Once selected, press the button that says " NDS Unpack".
5. When the game is unpacked, a folder will open showing the contents of the game file. In this folder, you will see a file called "arm7.bin". Copy this file and paste it to your desktop for the time being. Then close dslazy and any other folders still left open from this first use. This resets the program so that you can use it again without error.
6. Reopen dslazy and follow steps 2-4 again, but this time, select the game that is giving you save trouble (in this case, Club Penguin).
7. Once unpacked, copy the arm7.bin file that you just put on your desktop, and paste it into the folder that contains the contents of your Club Penguin ROM. When it prompts you, tell it to replace the original.
8. Press the button that says NDS Packer. It will give you a save prompt. Save the new file to your desktop as "[typewhatevernameyouwantotusehere].nds".
Once you've done this, your new ROM will be on your desktop ready to be dragged and dropped onto your R4 card like any other game. You should put that good arm7.bin file that you copied to your desktop somewhere for safe keeping. This won't be the last time you will have to go through this process, and if you have a good, uncorrupted arm7 file, you can cut out step 5.