To elaborate on what lakersfan said, the files you need should have the same filename as the ROM you're running, but instead of a .NDS extension, they should be .0 (the number zero). You can also have .1 and .2 if you want to keep more than one save file on hand, but that complicates things when you have to use drag and drop, so I don't use them, just the .0. You can also have a third file again with the same name, but with a .ICO extension and then you'll have more or less the full G6 interface. There's a topic a couple pages back on this forum called "The G6 icon situation (or what I'm doing about it)" or something like that where you can download icon files for most DS and GBA games as well as a program for making your own.
Good luck.
I've gotten quite expert at using my G6 without the U-Disk Manager and I like the product a lot even though they totally lied about the Win98 support.
...word is bondage...