Seriously, that error ONLY happens when either your DSTT is COMPLETELY broken, the auto-dldi was disabled and the file was not patched manually or when the user doesn't put the data folder (with the Bunjalloo subdirectory inside it) in the root of the card.
It doesn't matter where you put the .nds file, but just make sure that to acess the Bunjalloo directory you just have to browse to "X:\data\bunjalloo", not "X:\Homebrew\Bunjalloo\data\bunjalloo"
Sorry if I'm a bit grumpy, but a lot of people have posted about this problem recently.
(Also check that the files are not write-protected and try to manually patch the file with DLDI)