Considering he seems a bit new with this, I'll explain more in depth of what Penthaler was saying, as he is absolutely correct.
You can download either the ZIP or the self-extracting EXE which is smaller from
here or Penthaler's link. (Up to you but to me smaller = faster download)
Doesn't matter which one you choose but if you chose the EXE run it and have it extract to a folder on your Desktop. If you downloaded the ZIP just extract to a folder like anyone would.
Open the folder where the contents were extracted & you'll find a whole bunch of files. Go ahead and copy moonshl2.nds, LanguageSelect.exe, & the "moonshl2" folder to the root of your MicroSD. "Root" means the area where __aio is located or when you go to Start --> My Computer/Computer then double click your MicroSD, that's the root. Now once everything is copied, run the LanguageSelect.exe from the MicroSD. It will autodetect that you have copied MoonShell 2.10 to your MicroSD and ask you for your language. Select it and click okay. Once that's done, you can delete LanguageSelect.exe.
Now eject your MicroSD and launch MoonShell 2.10. Once your looked around a bit, turn off your DS and place the card back into your computer. The reason for this is because we needed MoonShell to create its INI file. Open the "moonshl2" folder on your computer and find moonshl2.ini. Inside you'll find a line of text which reads "AlwaysDisabledCheckDisk". As Penthaler instructed, set it to
0 instead of 1 if it is set to 1 then save. Basically what that means is that MoonShell will do a disk check on each bootup. I have this option disabled only because the disk check slows the bootup process of MoonShell.
Eject your MicroSD and play.