Rise of the dragon and ram problem

When I try to play Rise of the Dragon (ISO+MP3) on Gens, I get a message:

"External RAM cartridge has not been initialized. Use Sega CD control panel to initialize the external ROM cartridge.

Use any button to go back to the control panel."

If I press a button, the screen goes black and it loads and loads and loads...
Sorry about that. I just found the answer. The moral in the story: always look for answers by yourself before asking.