Press and hold SELECT while pressing A to start a file/rom/app from the cyclo menu.
If you did it right it will take a short while to write the RTS save file to the disk and you will see a message saying the RTS is enabled. When you see that message you can let go of select.
You can use the enhanced menu to save to your RTS file from then on. To disable RTS just delete the file from your SD card. Each game you enable for RTS has its own extra real time save file (around 4 megabytes each).
The next time you start the game/rom/app just start it as normal. You only need to use SELECT to create the real time save for each game.
On a similar note, if you have a GBA slot 2 device, in order to force load any GBA rom into NOR ram, use SELECT in the same fasion. Hold it down to get the message to pick which method to load the GBA rom. By default the cyclo will just load roms under 16 megs to SRAM and bigger ones to NOR.