Perfect Dark :: How Do I Get Started?

[cin]

I am trying to play Perfect Dark.

When you start you have to enter an Agent name, which is fine, but then it says Select Location and my only options are to Delete Files or Cancel.

How do I deal with this sort of issue?

 

[Fanatic 64]

Above those 2 options there should at least be an option named "Game Pak", use that.

But really... if you don't even know how to create a file, I doubt you'll enjoy this game much...