Missing save file on DS

Hi there! I was wondering if anyone can help me with my DS. After I download a game from this site and start loading it into my DS, a message will appear on the screen which says, " Cannot find save file or save file missing" Can anyone tell me what I am doing wrong? I would really appreciate if anyone could help. I will wait for anyone's reply. Thanks in advance!Kital :-[

You need to update your firmware. https://www.romulation.org/forum/index.php/topic,1462.0.html :)