I can't play 2 Players mode on NES Contra 1 & Contra 2

[Dr.John]

When I'm on the menu of both games, the cursor arrow doesn't move when I press buttons, forcing me to play 1p.

[Gamephreak5]

NES games usually have you select different modes with the "select" button, which should be the equivalent to the "share" button on Xbox and Playstation controllers.