Go here and buy the CycloDS Evolution (it's probably one of the best and easiest to use):
http://www.consoleup.com/games/Nintendo_DS/Med ia_Cards/CycloDS/cdsevolution-CycloDS_Evolutio n.htm?browse=1
When it arrives, go to the romulation.com website and download the NDS games you want.
Put your MicroSD card into the CycloDS cart and into your DS, switch on the DS.
Switch off the DS and put your MicroSD card into the MicroSD card reader (which comes with the CycloDS cart), then put that into your PC.
Create a new folder on the root of the MicroSD card called Games (or whatever you want to call it).
Copy the NDS games into this folder.
Put the Micro SD card back into the CycloDS cart and into your DS.
Switch on, go into the Games folder and you will see all the games you've copied across listed in there.
Select whatever game you want and away you go.
Easy as that.