I've not used that particualr one, but have made several of my own over time, and yes a few were mario ones, they included copies of my gamecube games too.
I made sonic ones with genesis emulators, and zelda ones etc etc.
Mine needed you to select TV type by pressing either Y,X,B or A as promted to do so by GCOS.
The one your refering too may be the saem, or perhaps your trying to play a game from the wrong region, could be many things, you haven't gave enough details for me to do anything other thas guess.
I guess this will be the same thing as mine minus the GC isos, so they will be emulators, GBA, Snes, Nes etc made into a "multi disc".
You just launch this, using a mod chip etc to play. I dont think this will be supported by the loaders for a while.
If you like the idea of these, go do some reading on how to make emulators dvds, and how to make GCOS multis, then you can make all your own custom dvds. I even made a few that used a GC media player to play some zelda and mario episodes too, making life easy for my kids to find stuff, all together.
imo tho, this is really old these days, and your better with 1 SD card and store roms etc there.
If your still sold on the idea of having things on a DVD then you need to get the emulators you require, and the roms etc. Google for a tool to make the emulator with roms a .iso (soz been a long time), sure someone will put me right.
Might be........
GC-Tool 1.20 beta
http://gbatemp.net/index.php?download=894
If you are doing N64, then you need to get the emulator from the Zelda bonus DVD, the one with ocarina of time on it for GameCube. You can open that and change the rom for another, but only around 20 work.
Once you have several .iso's get something like:
GCMUtility0.5
http://gbatemp.net/index.php?download=633
To make the .iso's one to burn.
If you want vids, you needs an app called MFE player, if I remember right.
If your adding GC games, then you need to shrink them with GCMU, and some have audio probs on some setups, a couple have save corruption problems if shrunk, but 99% are fine. You will be amazed at HOW MUCH can be put one 1 DVD.
Hope this points you in the right direction, sorry for being vague been a long time from I made multi's.