help pgm im stuck in main menu :(

hi i need help guys, i bought a supergun and connected it to my TV with my pgm mobo and demon front game i boot it up and it displays the logo and stuff then goes into a main menu where u can configure date and stuff I want to know how can i exit this menu and play the game? as everytime i hit "exit" it just does nothing I tried it on two of the pgm games I own also tried it on another PGM mobo that I bought and i just cant get past the main menu into the game....help me please
thanks for any response

Khan,

close the thread turns out i hadnt inserted the cart fully lol