following your suggestions I have found that the problem it's not only with Flying Shark, but also with other cart, as Don't mess with Texas. It seems that the carts whose name has an '8' just before the ".bin" extension are the problem. I don't know the technical details, but I do know that these are a specific type of carts.
In the debugger window, the "Loading file C: ... " line for the carts that don't work is *not* displayed. As if the files are not recognized.
The problem is not the console version, I have selected "TI 99/4A" in the System menu
Well, one note is that Don't Mess With Texas is not a "C" type cart, which is non-banked CPU memory (cartridge or otherwise).
The convention of <name><type>.bin is only used when you use Cartridge->User->open -- ie: you are forcing Classic99 to guess what you're loading. 8.bin means a non-inverted bank-switched ROM, which is probably correct.
You can post your Classic99.ini (to the Classic99 thread rather than here, maybe) so we can take a look at your setting, or if you're using cartridge->user->open, copy and paste the log in the debugger window right after the open so we can see all the messages (again, better to the Classic99 thread than here). Classic99 has been able to open type 8 ROMs for a pretty long time, but I guess it's possible that 35 updates ago was before we introduced them. So.. update too.