I've never heard of the system overheating, the board doesn't even get very warm after a marathon playing session (yes, I've checked)
First of all...clean dat bitch! =D
Ya know Shingo, I end up responding to everything you write, mostly because I went through everything you are going through about a month ago... <IMG SRC="smilies/smile.gif" border="0">
Anyway, like I was saying, try to get an old universal cartridge cleaning kit, the kind that also have a tool for cleaning the cart slots also. I have an old Perfomance one that works well on all of my systems, including the Neo. My neo would have strange blockiness 1 out of every 4 times I booted it, but now it never does that after a good swift cleaning. Once in a while my Fatal Fury 2 cart does it, but it's the only one (out of my total 8) that messes up.
Also... is you Metal Slug 3 new? I don't have it yet, but I've read on these forums that some new copies of Metal Slug 3 mess up when you first use them. One theory is that there is some residue on the cart contacts that wears away after it is inserted and pulled out a few times. If it's used though, obviously this wouldn't be the problem. Just a thought...
Of course, if all else fails, you can send me your Metal Slug 3, I can give it a loving home.