http://www.youtube.com/watch?v=FriCKjwdQFQ
That video shows pretty much how it works. You just slide over the ROM files onto your microSD card, nothing hard, just transfering a file you DLed onto the microSD card, then pop that microSD card into the R4, and the R4 into the DS, and click the button to play the game, heh. Doesn't get any easier than that.