On the previous comment, even on a modded saturn, the action replay doesnt seem to be a sufficient 4mb cart for this title.
On boot it gives a message in japanese saying something I can't read, the only recognizable part being "4mb", so I'll get an st-key or some such and give it another shot and post
My current setup is a modded MK8000A with Action replay 4in1, it ought to work *shrug*