Hooking up a ribbon cable should not damage anything, as it is just data, no voltage. I do this often.
Can you post a picture of everything connected? Also, can you press the menu button on the right and post a picture of that splash screen?
If you have a different game color ROM installed, you just need to load DM color ROM. Make sure the game is on before plugging in the USB and pressing the left button to download the ROM to the display.