Hey there, I found a good video that walks you through how to fix that. http://dscardworld.com/blog It sounds like you have that problem, just need proper software on it.
click first link, download and extract with winrar the R4i English V1.12b file,open the folder and copy the 4 or so files inside to sd card, this fixes your problem .
With the R4 not all games play, it usually means that the firmware cannot create a save file/run the game. If there is no updated firmware use google to find if others are having issues with that game, there is usually a patch to solve the issue, however some games will never run.
It also depends on what R4 card you have some R4 cards do not support any thing more than 2gb micro sd card.You can buy a different R4 cards if you are using a micro sd card bigger than 2gb. You can visit this site for more info http://www.wiilovemario.com/R4DS-Guide#R4iGold this is a guide that will help with the are R4 card and what firmware to use on the R4 card you own.
