What do you mean by "starts showing games"? the game list is what i meant for the 161-in-1 game menu. (not the picknmix game menu) and regardless of whether you're in MVS or AES mode, it *should* boot up to that game list on power on.
If not (which is strange if it doesn't) then it should just boot up to one game and not switch (unless picknmix is already activated), In which case you can return to the menu by holding start for... i think 5 seconds? it might be 10. Either that or hold coin for 5 or 10 seconds.
Are you on a multi slot? I only have single slots, and have no idea how the 161-in-1 behaves on multislots.
edit: I just realized how confusing my post is. so let me try rephrasing without needing to define ambiguous terms
on the 161-in-1 game list, you activate the unibios in-game menu. (either start + coin or start+ABC) and softreboot while holding start. (the unibios in-game menu would have likely appeared corrupted when you activated in the 161 game list. This is fine an expected just proceed to the bottom option select soft reboot, hold start and continue). If this worked then you should have picknmix activated, otherwise read on.
Sometimes, for whatever reason when you try to activate the unibios in-game menu in the 161 game list, it will soft reset the mvs without activating the in-game menu (I think it probably has something to do with how they programmed the command to escape to it) At this point it will either have soft reset to the 161-in-1 game list or directly into a game. If it booted directly into a game, test to see if picknmix activated (it might have) if not, go back to the 161 game list and try soft rebooting while holding start again.