You don't have the resource folder on the root of your SD card. There is a resource folder that is needed that the bank draws from. You can get it from the attachment in the first post.
I have the "pkbank" folder on the root, and the .3dsx from page 1 works fine when I use that. But when using my compiled .3dsx, HBL doesn't ask which Pokemon game/title to use and then shows that error. (Also, I am on Arch Linux, if that matters for compilation.)