Problem

[chuckles]

Ok so I have a problem with Monster Hunter Freedom 2.

It is on the compatability list so I think it is something I am doing wrong, now I am getting these screens when I start her up.
This first:

Then this when I go back:

Then if I click "no" this screen flashes up:


Now from examining these photo's all I can understand is there is something wrong with a memory stick so how do I fix it since I am an absolute newb at this.

Thankyou in advance.

P.S. Sorry if I posted in wrong section this problem seemed pretty general.