id suggest you look for the european version of the action replay cdx, since the us one (the cdx) doesnt give you the option for ntsc/pal booting
i noticed the same thing happen with jap pso v2 and my pal dc, and swapping settings in that sorted that out, so it should help you
its a commercicial product so posting a link to where you could download it would be against the rules of the forum, but you should be able to find it relatively easily