First check your wireless settings. For this title, the network must be running WEP or without passcode.
Yu-Gi-Oh 5Ds Over the Nexus is an original DS game. So its software doesn't support WPA.
The compatibility chart is pretty simple.
DS game + old DS system = WEP only
DS game + DSi system = WEP only
DSi game + old DS system = WEP only
DSi game + DSi system = WEP & WPA
(even then most flash carts don't support DSi mode, effectively disabling WPA in enhanced games)