When you've loaded up DS_GAME, press Start to bring up a list of options. Select "System settings" for another list. Select "Hot Key", and a display will show of what button combination is needed to access the in-game menu. You can also change it if you want.
As far as actually accessing the in-game menu, a DS game must be loaded. If the menu doesn't work, then wait till the game shows a different scenario. For a game like Mario & Luigi: Bowser's Inside Story, at any time you weren't in battle or looking through menus, the in-game menu could not be accessed. If it doesn't work at all with one game, try another and see if there is any difference.
edit: I'm too slow.