Did you extract the folder and put the TTMENU.dat on the root of your memory stick?
Try taking out your MicroSD and load the DSTT. If it's a Memory Stick saying Menu? then your card should work.
Try formatting your MicroSD to FAT16 ( 32 kb allocation), open up the Latest DSTT menu you downloaded, and extract the TTMENU.dat, TTMENU Folder, and make a Games folder for your games.