Try downloading from a completely different source such as... well, I can't say. But choose a different source, make sure you have R4 1.15 or whatever loader is most recent on GBATemp, and I had a problem like this once lol, what I did was use 7-Zip to extract it when I didn't have enough space >.> So I got *a* rom file, and it started up and froze seconds in (only enough to fill the SD Card was on the file, so it was corrupted...
Or check that your R4 isn't dusty or anything. Wipe it if it is (don't blow, it corrodes the connectors).