How do you build a Deck in Yu-Gi-Oh! The Duelists of the Roses?

I just bought the Yo Gi Oh the Duelists of the Roses, every time i go in the Build Deck screen, I can't get out. Whenever I want to exit, I get "Caution, No Current deck has been built". I tried every button possible but cannot get out of that screen, so I would have to restart my PS2. Can someone help me with this? Thanks

You have to fill up all 41 spots on the deck builder. So a total of 41 cards is shown at the bottom of the screen on the little numbers. Thats how it workedfor me