I opened the dos command prompt and entered everything exactly as shown...pressed enter and it said the system couldn't find the path specified.
So in the command prompt I typed- cd C:\sms roms\dsms 0 TheNinja(UE).sms TheNinja(UE).nds
pressed enter and it didn't work
You need to probably need to add " signs because of the long filenames, and hit enter after each command.
CODEcd C:\sms roms\dsms (hit enter)
dsms 0 "TheNinja(UE).sms" "TheNinja(UE).nds" (hit enter)