The black screen issue

Hey all
I'm new to all this things.
I yesterday buyed an wasabi DX
And installed and updated it to 1.2.
And now i downloaded and burned the new super mario bros on a dvd-r.
But everytime i want to play it the screen goes black.
I have read something about setting things on a SD card but i don't have one can't i fix this issue without an SD card?

Thanks to everyone who try ed to help.

Read the New Super Mario Bros guides. You'll need to softmod by the way.

We don't need another NSMB thread, so I'm closing this.