That message can show when there is not proper contact between the game card and the card reader. Using an Action Replay device, inserting the card quickly, and/or dirt on the points of contact can cause this. Gently wipe the exposed portion of the card with a dry cloth and clean the slot with air (multi-purpose duster is best, but blowing works too). Inserting and ejecting the game card a few times has also worked for me.