No, that's not right. Specifically, "TTMenu.nds.DAT" and "TTMenu.DAT.nds" are incorrect (one should be named "TTMenu.nds" (a copy of the "TTMENU.DAT" file from the official menu renamed) and the other should be named "TTMENU.DAT" (it should be a copy of either "TTMenu.nds" or "YSMenu.nds" depending on which you want as the default menu).
Follow rom666's advice and have your PC show you file extensions and you'll avoid some of these problems.
Then just follow the directions I posted earlier. The bottom of that post shows what the file structure is supposed to look like when you're done.
-Bri