In march of 2010, Pokemon heart gold+soul silver!
There is a possibility of a new one coming out sometime in 2011 you'll see what i mean if you go to the Pokemon wikapedia.
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They normally come out some time after they come out in Japan. The next Pokemon game to come out is Pokemon Platinum, they say that it will come out in America some time in 2009.
The recent Pokemon game that came to the US is Pokemon Picross. Pokemon Z and Pokemon GO has been announced to come out soon, assuming it'll be in 2016.
the next Pokemon game will come out in spring 2011 and will be called Pokemon black and white
You cantWhen you turn on your game, it should come up with the menu screen. On the menu screen, one of the options is 'new game'. Select this and follow the instructions.Hope I helped!
A hack of Pokemon SoulSilver that makes the game harder and adds new Pokemon not in SoulSilver, along with new game events.