Download the game > Open it with WinRAR/WinZIP/7Zip or anything else that extracts > select the .nds file > Press "Extract to..." > select your MicroSD > save it there And play.
you need an Flashcard. Also, lately the most games do not work. Nintendo is busy creating Anti-Piracy checks. Other members will give you more info, time to sleep for me.
You need to obtain a flashcard, you can easily find one in PriceAngels.com(I recommend AceKard 2i) or you can just do an easy google search. Depending if you have a DS or DSi, you need to find a flascard that says "Compatible with DSi". If you do have a DSi make sure you try to avoid the firmware "1.4". You need a micro SD card and a micro SD card reader. Use RomUlation for your source of roms. Also, depending on your card, you will need to find the firmware for it. They usually put on the back of their boxes their website. NACHOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOOO LIBRE.