okay so the thing comes with a small disk (if your gonna say no check the box if you still have it, i know i do) and when you install some action replay program use the cord you got plug it in the Action Replay cartridge when it is in the DS and on. and in the AR click the mouse thing, and on the PC use the program to pick the games you want and it'll put it one there (drag 'n drop i believe...)
if you have any questions PM me
if you don't have the disk or cord i think you use the code on the back of the DS game but i'm not sure so either that or you're screwed