R4 revolution is the item you are looking for. It's basically a DS game cartridge, with a micro-SD card.
The cartridge kit isn't illegal, and can be used to play nds files. It�s only illegal to download licensed games (without paying for them). Under US copy right law, you can legally play 'back ups' of games. Which basically means you have bought the game, and using the 'back up' to back up your copy incase of damage or loss.
In practice this is just a loop hole. They are sold in some shops, but don't know for how long. Nintendo I believe are trying to ban them, they are seen as a 'grey area' in legal terms. It's no different to an Xbox or PS3 mod chip. There legal to own, but not to use with licensed games.
You can buy them off Amazon for around �33.00 complete with 2GB SD card & USB reader.
What you do with it once you have one is up to you.
See artical from the times online below :-
http://technology.timesonline.co.uk/tol/news/t ech_and_web/gadgets_and_gaming/article2933237. ece