This is the solution of the problem:
Step 1
Launch any game
If the game starts automatically then everything is OK, otherwise one of these 2 conditions may occur:
1. Black screen
2.
2a. Atari logo and "Copyright 19 Atari" text
2b. Crash screen: "!!! The Atari computer has crashed !!!" and a series of options
If condition 1 occurs, you must do this:
a. Press F5 if you have the keyboard inserted, or X button on the joypad
The system will perform a "warm reset" and at this point you will arrive at condition 2.
Step 2
If you have the keyboard connected: press ALT + C,
If you only have the joypad (not recommended, because many games require the keyboard), click A with the joypad on "Menu" and in the next menu click A with the joypad on "Cartridge Managment"
Select "Cartridge: none" and press the enter key (or A with the joypad) (there may already be the name of the rom instead of "none", but it does not matter)
Now you should see the directory (atari800) with all the roms, and the rom you have chosen in the emulation station menu already selected
Press the enter key (or A with the jpypad) on that same rom
*
A new menu will open: "Select Cartridge Type"
Select "Standard XX KB Cartridge" (where XX may vary with 8, 16, 32 or 64 depending on the selected rom) and press the enter key (or A with the joypad)
Then you will return to the menu: "Cartridge Management", press ESC and again ESC (or X and again X with the joypad)
The game will be launched!
* it may happen that the menu: "Select Cartridge Type" does not appear. No fear, just press ESC and again ESC (or X and again X with the jpypad) to launch the game.