No sav.file found!!

Hi,
I'm very new to this so be gentle....
I've downloaded a few DS Roms,unzipped through Winrar and then put them on
my R4 card.But when I try to run the game a message comes up "cannot find sav. file-do you want to create new sav.file (A)confirm (B)deny (C)cancel "
I click on confirm and end up with "the save file couldn't be accessed.turn power off and re-insert ds card"
I've tried all 3 options and still get same thing,getting really frustrated......HELP PLEASE Weevil68

Which games did you try? what firmware do you have? and this is the wrong catogory.