I cannot figure out the difference between the two loading options. I am sure someone knows, so what is the difference? The only rom I can find a difference on is "The Spiderwick Chronicles" It will not load using "Start" but will run using download play.

 

From my experience, if you have problems playing a game or freezing at certain section within the game it is best to enable download play. When enabling download play, it seems as though all cheats and soft reset is disable.