1. Delete that rom and download another one, preferably a different release - the region doesn't matter.
2. Transfer all your games on the HDD
3. Format the SD with the SD Formatter utility (easily googable)
3. Put everything back on the card
4. Update firmware (if it is not up-to-date)

If it doesn't help, your SD's being a bitch or you're just out of luck with roms. It happened to me with Phoenix Wright: Ace Attorney once or twice, but I managed to finish the game quickly so it never bothered me.