Not sure, but make sure you have the right path and exact rom name in the nro2nsp.
You click the bottom button and select the emulator (make sure you're selecting the correct emulator also and that it's in your cores folder) and then let's say your game is Mario 64.zip and it's in /retroarch/roms make sure you have /retroarch/roms/Mario 64.zip exactly like it is in your sd card. The paths have to be correct for it to work. I always just type it in myself to make sure it's right on the rom path. If you cut/copy the lines will be \ but they need to be /. You also don't need to include the drive letter of the sd card or any of that just start with /retroarch/?