If you have grabbed one of my later packs I included cracker's tool for updating the list from ADVANsCEne dats. There is a batch file in the EZ4client directory, run it and once it has finished it will be updated. This will more than likely solve the "problem".
In more depth/alternative method:
If not just enter a name in the box in the top left corner of the EZ4Client app, the message itself is a hangover from earlier in the tools lifetime when patches were coming often for new games and the database usually got updated with the patches.
You can also just send the rom but it will be named .nds (along with the save) on the device, note that doing this with multiple unknown roms will cause the first ones to be overwritten.
Note that if it is an older rom it may well have been redumped (more than a few have) or you have a hacked/trimmed version (the check uses CRC32 so any changes will cause the message).