ok im not sure what the problem here is, the only suggestion i can make is to check that your roms are all correct. You could try using a romlist.
Head over to
http://www.consolevision.com/dreamcast/dreamsnes.shtml
and download RomList Creator.
Once youve downloaded that use that program to create a rom list and put that in your roms directory, and make sure that theres only roms and the romlist.lst (or whatever its called) file in the roms folder.