Need more info:
From you question, i assume you downloaded the rom and tried to go online.
If that is right, you need a header to inject into the rom to play online.
You can use a public header and get band from all online services. (just saying this now so you would know)
Or you can buy some cheap $5 or $10 game at best buy and extract you own personal header to play online.
Search the forum for more info