To change games you have to take the back off the phone, the screen shape is also all wrong, it should be a 4:3 ratio, not 3:4 like it is at the moment. Who ever designed it, designed it more as a phone than a games machine. They should bring out an updated version that corrects these mistakes, like Nintendo did with the GBA SP.
If Nokia dont fix its mistakes, it will stand no chance against the Sony PSP when it is released.