Thanks for your reply. I just found out that the games should have been automatically loaded into the card, so I sent it back to the store yesterday for another one. I think they suggested the exe file option to avoid me having to send it back, but that won't work because I don't have a linker for slot 2, so I can't copy the file across.
I will check out the You Tube tutorial as I am interested in buying a flash card/linker device. Thanks very much for your reply.