Spectral Force Genesis

I first download Spectral Force Genesis k and that didn't save properly? So iv just downloaded Spectral Force Genesis E and wen im clicking and draggin it into my R4i i keep on gettin this constant pop up? Iv checked by deletein most of my other games for it so it isn't the memory i dont think???? Plz somone help me any thoughts on what it could be sorry iv not given more info
Any! Advice will do thanks :)

What does the pop up say?

One mo ill have to download it again soz :'( Soz