My way of doing it
1. Put the micro sd card into the TF USB, then plug that to your pc USB slot
2. Go to my computer and find that removable drive(i'll call it H), right-click and format it.
3. Go into that drive(H), Download the latest kernel, and highlight all folders and files inside and drag it/C&P to the drive H. (See my image #1)
4. Create a folder for games or songs, there you will put roms inside the folder. (See #2)
5. Remove the USB. take out the micro sd card and put it in your R4 > DS
6. Select the game folder then select the game you want to play.