Did you extract http://down4.nds9.com/r4isdhc-white/r4isdhc-whiteEnglish1.38.zip (or http://down4.nds9.com/r4isdhc-white/r4isdhc-whiteItalian1.38.zip) to your microsd?
Which card exactly?
There are many different cards: white - idsn, silver - ttds, black - m3i
But all of them are not 1:1 clones. The best suitable to RGF is silver (http://www.r4isdhc.com/rtssliver/).