1- Are you using a WI-FI Router or the Nintendo USB Dongle? Because, the DS won't connect to the internet alone
.
2-LMP-NG, is an iPod Clone, i liked it. You also have Moonshell and the most recen M3Sakura OS that has integrated MP3 PLayer (You can view videos, play mp3, but you cant boot games).
3-Have you cheked inside skin/default folder under TTMENU? Every single BMP for the skin is there. For tranpsarency, all you can get is non-antialiased tranparency (IE, like the DS Icons). You should use that pink color... 255,0,255 [on paint, i can remember the HEX code].
4-You need to put the WHOLE folder on a ZIP/RAR file. Try to see a tutorial on how to do that.
5-Are you sure yo activated them? I just tested them on Megaman ZX and work fine. Remember yo don't have to go back. You need to save the changes.
I hope all this have helped you.