Problem playing WAD files

[Solid_Contact]

I haven't looked into the different configurations of Dolphin too much, but I think there is a simple tweak I may be overlooking.

I have a wad file of Mega Man 9 and when I open the directory and select the file, the game windows shows up and it says "The Wad has been installed successfully" and instantly disappears.

I'm currently using version 4.0.2. Any advice would be greatly appreciated.