To check what cIOS you have, you can start up Neogamma, and at the bottom it would tell you what version that you have. I take it that Super Swing Golf is the game that turns black and freezes, and that Super Mario Bros. is the one that returns you to the Wii Channel Menu?
lol I had the same exact problem with, Super Swing Golf...... you HAVE to use the alt.dol option. For CFG USBLoader how to set up a game using alt.dol is by pressing the (1) button when you choose the game(Don't Load up the Game). Go down on the list till you find something like "find alt.dol or use alt.dol" I forget what it say's and press right on the pad on you're Wiimote to enable the use of alt.dol. Can't help you on how to set up things on USBLoader GX =/ Haven't used it before.
New Super Mario probably sends you back to the Wii Channel Menu because you don't have a compatible cIOS which you're probably using 249 but it isn't rev17 or up and that it's on a lower version. You could also use Hermes cIOS 222 and uLoader to play Super Mario Bros.