Blue Stinger is angry at us in Japanese about something:
It roughly says something like this:
No memory card found. Because of this you will be unable to save. To save, you have to insert a memory card with at least 4 free blocks into the slot in the controller in port A. Press Start button to start the game.
However, it's not clear to me if it absolutely *requires* a memory card or if you can skip this screen (without save ability) by pressing "start".