@dankcushions and @mitu I deleted my roms, and uploaded them using a USB drive creating a retropie directory, and everything is working now. I'm not sure what the difference between using SFTP and the USB drive is, but it's working now. Thank you for your help, and have a great day!

@TabularJoker Please, no links to ROM/copyrighted material (including copyrighted BIOS) and no request for such materials. It's in the forum rules.

Also, add more info about your system, as requested in https://retropie.org.uk/forum/topic/3/read-this-first.

You can easily check the checksum of a file (and compare to the one in the docs) using 7Zip -

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It is my understanding that the ecm format is for psx games only. The ecm format is designed to remove a lot of information from the psx image because of how the anti- piracy was baked into the disc and bios. Sony write the disc with errors that way when you tried to copy it your drive (at the time) would try to correct them automatically...the psx bios sees a "fixed disc" and thus will not boot the disc.
Thus doing this makes it smaller..and then compressing it makes it even smaller.

Anyway what I am saying is that you may have a psx image NOT a sega cd image. I could be wrong. HurruicaneFan is correct though. it is all over the web out how to do this. When you get it unpacked and have a clean bin file and if it still will not load try it as a psx game and see it it loads..I'm thinking it will.