The message that pops up during Moonshell loading is normal. If there is an actual error, that message will stay on the screen.
The DSTT will display the roms in whatever order you copy them to the microSD. So if you want them sorted by filename (alphabetically, or numerically if they start with the rom number), then yes you'll need to use the tool to sort them, or use the following "trick":[*]Create a new folder at the root of your microSD card named "games2".[*]Go into your "games" folder (or wherever you keep your .nds files).[*]Do a "select all" then "cut" (CTRL-A, CTRL-X).[*]Go to your new "games2" folder.[*]Do a "paste" then "select all" then "cut" (CTRL-V, CTRL-A, CTRL-X).[*]Go back to your (now empty) "games" folder.[*]Do a "paste" (CTRL-V).[*]Delete your "games2" folder.Since none of the files are actually moving off of your microSD drive, they cut/paste very quickly (it really only updates the filenames in the file table).
-Bri