Well since the Gateway Menu appears, you have run the mSET exploit correctly, now this means you can now setup emuNAND.
Since creating emuNAND will format your 3DS SD Card, you will lose you downloaded E-Shop games along with it's save files.
If you are OK with that, find the options that says "Format emuNAND" the process is long so please wait for a little while.
When it's done, we can install rxTools now :
Go here:
http://rxtools.net/
Click "How-To" at the top
Select your 3DS SYSNAND version and let's assume you have the exploitable Internet Browser available (the last number in your system version should be at least "-17" I believe)
Select the option "Setting up rxTools using browser"
Follow the instructions ("Getting necessary files")
Put all those files in the root (not the "Nintendo 3DS" folder) of your 3DS' SD card:
1. rxtools.dat
2. firmware.bin (in Tools->cdn_firm.py)
3. slot0x25KeyX.bin (Hint: google it, download link should be in the description of a certain youtube video
)