... wanted to help you with this issue.
So, this sometimes happens to me, when using my external drive, it happened once when in my SD, too, just do this:
1- Connect the SD to the Computer
2- Go to Computer
3- Right Click on the Card -> Properties -> Tools
4- Choose the First Option ( something about error check )
5- Enable both options, and wait for it to finish
6- Go to the card, DELETE the rom ( you wont see 0kb on it anymore, but delete it anyway )
7- Send the new rom to the Card
8- Play
This happened to me a lot on my PSP as well ... i think if there is a problem while you send the rom to the card, you get those anoying "0kb" files ... sometimes they cant be deleted unless you do this.