help: game wont load after start screen

[hls0220]

My problem is that when i start a game it goes to the start screen, i press start (enter), it says "there is no memory file, would you like to make one", i say yes, then it goes to the screen that says "the game cant be saved would you like to play anyway" i say yes and it just goes back to the start screen... can anyone tell me why this is happening and how to fix it?