try this
create a system.cnf file to read the following:
BOOT = cdrom:\NES.EXE;1
TCB = 4
EVENT = 10
STACK = 801FFFF0
then re-burn & include this amongst the files rombank.bin & nes.exe
(to create start a notepad session, input the above and save as "system.cnf")
should work fine
Then of-course there is the issue of the rom menu not being visible (black screen), you need to note down where you have stored the roms to blindly input the rom codes. If you have played this on PSX you will know what I mean.
Check out the boys over at
http://imbnes.gamebase.ca/ for more info