First, check to make sure you modified the select.def file found in the data folder within your mugen folder so that ero_helper is included in there.
If you DID do that, check to make sure the folder name matches the name of the .def file. I can't tell you how many characters I've run into who come in a folder with their name on it only to have their .def file include, say, the version # of the character, causing it to not work.
And as for your other question, there's no way to know for sure which characters can do rape moves or not, that's something you have to test yourself or go by based on the character you're downloading (so, for instance, a Kuromaru will almost definitely have a rape move).
Now, unrelated to that, for everyone else here's the link that contains a lot of OTHER links to a ton of characters I mentioned before, now that I know I can just cut out the very first parts.
galgame.org/bbs/viewthread.php?action=printable&tid=251718
