I dont think you can.
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You can charge it whilst it's on or off.
Many games have the START button to pause or unpause. If you mean the game has crashed then you will need to turn it off.
If the game doesn't have a menu option to do so, or in the case of the Pokemon games, a specific set of keypresses described in the manual, then there's no real way to 'delete' the saved games, apart from overwriting them with newly started games.
Try using ur stylus and pokr out the corner
goto options and goto last scroll on bottom off system update and click it when your done the games will still be in the shop for free and you can download it any time you want.