DX pays for return shipping, so it won't cost you anything to return it to DX.
Has the flash cart ever worked? If not, it could be that you didn't install the firmware properly, that your microSD card or microSD reader is defective, that you corrupted your microSD card by not using "safely remove hardware", that you formatted it with the Windows format command rather than the Panasonic formatter, that you didn't leave enough free space on the microSD card for system files and save files, etc.
I have also heard that some newer DS's have shorter contacts, so you can place some tape on the PCB to help it make contact. It might be worth a try before you return it:
http://gbatemp.net/index.php?showtopic=131568
-Bri