http://youtube.com/watch?v=mNXdK8TY_ds
It's as easy as that. You get the Card, you put the .nds ROM files, 1 per game, on the microSD card, turn on your DS, and play.
As for what Luminesca said... I haven't even played those games you're talking about. I played a couple of Mario games just to try them, but there's so many other good games on the DS right now. They've sold something like 45 million units world wide, so I expect there to be assloads more good games :O
I have about 250 US roms to go through, and I plan to play at least half of them, lol. The homebrew scene is tight too.
If you have a DS, get an R4. When considering the thousands of dollars in games and things you can download for it all for free, that $45 it costs for the R4 seems cheap.
BTW, my PSP sold. It went for $275 :O WTF? I have no idea why it went for so much, but I'm not complaining :)