Depends on the type of EZ4 you have. The non-DX versions only do not have enough PSRAM to run 256 Mb games from, so said ROM images need to be burned to NOR. The DX version does have enough PSRAM, so this doesn't need to happen... Though you may want to burn games of that size to NOR to avoid the wait while your game is copied from your SD everytime you run it. That's kind of why I asked about what type of EZ4 he has.
Thing is though, when I had an EZ4 miniSD (I have a EZ4 DX now), it would complain about images being too big and needing to be burned to NOR not lock up at the GBA logo. So unless something has changed in the firmware since then, I don't think that's his problem. Of course, since I have a DX I didn't bother to burn Yggdra to NOR (I still have Riviera there), but I don't expect that that should change anything.