The ONLY way to get commercial ROM loading through Moonshell 2.10 (at the moment - I think Xenon++ and Normmatt are trying to find a better way) is by using Xenon++ 'NDSLink' method
It's not perfect, it's only a 'work-around' - since you need to run a BAT file each time you add a game
You'll find detail on the MoonShell2Tools incl. Link Launcher, Workaround to load commercial ROMs in MoonShell >=2.07 post