If you are using RA through RocketLauncher you need to have a module.
Back up you module folder before trying this in case it goes wrong.
Go to RocketLauncher folder, modules and then RetroArch folder, then RetroArch.ahk (then you need to add that line I sent you for Sega CD wherever your current line is, replace it with mine)
Add this line:
Sega CD|LibRetro_SCD|genesis_plus_gx_libretro|segacd
If you are unsure I suggest you do not tamper with this, I thought you knew RocketLauncher as that was the reason you were using it instead of RetroArch through Launchbox.
Or just post you RetroArch.ahk here and I will edit it for you and post back if you are unsure how to do it.