If pressing 'Select' does not move the icon indicating 1p/2p unless you press it a ton of times, you probably have a hacked (pirate) ROM. If there's no "Super Mario Bros" logo, it's *guaranteed* to be a pirate.

I'd recommend a utility such as GoodNES to see if your ROMs are valid or not.

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Quietust
P.S. If you don't get this note, let me know and I'll write you another.