To do a basic ROM test or Connect With an Egg you have to push Reset,A,B,and C at the same time. Let go of reset first, then the other 3 and you will be at a dark screen. Push A,B,C,A, and the screen should say ROM TEST. Wait and it will change to ROM OK, then push A and you will be at the Stand-By screen for connecting. Just connect like normal.
I beleive it simply tests your Tamagotchi.. I am not exactly sure what it does, though I can find out, I will let you know.
edit: Here is a more indepth analysis of a ROM test by Spiffy:
