Are you sure you downloaded the latest version and dragged the files to the Micro SD card and your games are in .nds format ? R4DS Basic Guide (Complexity: Easy): http://forums.afterdawn.com/thread_view.cfm/627024
have you got the right firmware on it i had the same problem and i used sdhc 1.20 firmware and that fixed the problem ,hope this helps http://www.r4sdhc.com/index-en.htm