Issues with the memory stick... I can't play any games

[JustinBailey]

I looked at the FAQs and haven't seen this issue addressed.

I have been trying to play Megaman Maverick Hunter X, it's verified as one of the games that's playable on the emulator.

When I start the game I'm given a message that says "This game contains an autosave feature. Do not remove the memory stick duo or turn off your psp while the memory stick duo access indicator is lit."

Okay, standard stuff, whatever. My only option is to press circle for "back"

After doing so I'm greeted with "No system data found. This game requires at least 256kb of free space to create a system data file. would you like to create one now? (system data is set up to save automatically. The autosave function can be disabled through the OPTIONS menu if desired.)"

Again, pretty normal stuff. Asking for an abysmally low amount of space to create the system data file [256kb is.... not a whole lot]. The options I'm given are "Yes" and "no" while at the bottum is says X is enter and O is back.

Aaaaaaaaaaaaaaaaaaaaaaaaaaaand here's where the issue is.
Pressing X while either yes or no are selected just brings up the same message about creating a system data file. Pressing O with either selected gives the same result. No other inputs have any results.

So, I stop the emulation and go into PPSSPP and check to see if memory stick is on, and it is.... because everythings on default settings other than the input mapping.

But, whenever I try to play this game it just ends up giving me this message about system data files and no matter what I do it just goes back to this message.

How to I set up the emulator so that it can create this file? Everything else seems to be working just fine. Also, this is v1.4.2 Windows.