Yeah, there are some games that do require a boot disc. Just get utopia boot cd. You can obtain that at
http://homebrew.dcemulation.com. That will boot ANY game that isn't based on Windows CE. IF you wanna boot a non-selfboot game based on Windows CE, your best bet would be to use gameshark or action replay. They will boot ANYTHING! If the game doesn't boot with either, then the problem is with the game. For that you need the help of someone who has already copied games. If it does boot, you can search the internet for Echelon's Selfboot tutorial; that'll lead you through selfbooting your game. Hope this helps.